+100.9%
ZBH vs EPAM
+1,093.7%
-992.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.6% |
| 7D | +10.6% | +18.8% | -8.2% | +7.4% |
| 30D | +20.4% | +44.9% | -24.6% | +13.6% |
| 3M | +10.0% | +68.6% | -58.5% | +1.4% |
| 6M | +31.0% | +65.4% | -34.4% | +20.2% |
| YTD | +20.3% | -19.9% | +40.2% | +21.6% |
| 1Y | +22.2% | -10.0% | +32.3% | +21.4% |
| 3Y | +4.7% | -30.3% | +35.0% | +5.0% |
| 5Y | -13.7% | -75.7% | +62.0% | -3.2% |
| 10Y | +19.3% | +167.2% | -147.9% | -14.4% |
| All | +100.9% | +1,093.7% | -992.8% | +29.8% |
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