+822.1%
ZBRA vs EPAM
+751.2%
+70.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +2.2% |
| 7D | +1.8% | +2.0% | -0.2% | +1.1% |
| 30D | -1.7% | +6.5% | -8.2% | -4.3% |
| 3M | +47.8% | +19.9% | +27.8% | +38.0% |
| 6M | +56.7% | -16.9% | +73.7% | +62.7% |
| YTD | +49.4% | -42.9% | +92.3% | +72.0% |
| 1Y | +16.5% | -30.4% | +46.9% | +25.6% |
| 3Y | +31.5% | -54.7% | +86.2% | +56.9% |
| 5Y | -38.6% | -81.8% | +43.2% | -12.5% |
| 10Y | +421.0% | +65.5% | +355.5% | +297.7% |
| All | +822.1% | +751.2% | +70.9% | +511.2% |
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