+385.0%
ZBRA vs EPAM
+157.4%
+227.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +0.6% | +2.4% | -1.8% | -0.3% |
| 30D | -14.0% | +42.3% | -56.4% | -25.0% |
| 3M | -14.7% | +60.7% | -75.3% | -29.1% |
| 6M | +31.3% | +80.5% | -49.2% | +2.9% |
| YTD | +33.4% | -20.4% | +53.8% | +37.5% |
| 1Y | +34.1% | -9.6% | +43.7% | +31.7% |
| 3Y | +59.9% | -30.5% | +90.4% | +65.6% |
| 5Y | -45.3% | -75.7% | +30.4% | -22.8% |
| All | +385.0% | +157.4% | +227.6% | +119.4% |
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