+379.2%
ZBRA vs EPAM
+156.7%
+222.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.0% |
| 7D | -9.5% | +9.1% | -18.6% | -13.1% |
| 30D | -15.6% | +38.5% | -54.1% | -25.6% |
| 3M | -13.2% | +61.0% | -74.2% | -28.0% |
| 6M | +44.5% | +58.0% | -13.5% | +18.6% |
| YTD | +34.5% | -23.5% | +58.0% | +40.6% |
| 1Y | +25.9% | -10.5% | +36.4% | +24.0% |
| 3Y | +61.3% | -33.8% | +95.2% | +70.1% |
| 5Y | -45.2% | -78.1% | +33.0% | -18.8% |
| All | +379.2% | +156.7% | +222.5% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling