+83.1%
ZBH vs EPAM
+751.2%
-668.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -2.8% | +2.0% | -4.8% | -3.1% |
| 30D | -0.1% | +6.5% | -6.6% | -1.3% |
| 3M | +13.4% | +19.9% | -6.5% | +9.8% |
| 6M | +3.0% | -16.9% | +19.9% | +4.8% |
| YTD | +9.7% | -42.9% | +52.5% | +17.0% |
| 1Y | -5.4% | -30.4% | +25.0% | -2.2% |
| 3Y | -15.6% | -54.7% | +39.2% | -9.4% |
| 5Y | -28.1% | -81.8% | +53.7% | -15.9% |
| 10Y | -15.2% | +65.5% | -80.7% | -34.6% |
| All | +83.1% | +751.2% | -668.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling