+718.6%
ZBRA vs EPAM
+1,058.6%
-340.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.3% |
| 7D | -10.9% | +13.4% | -24.2% | -14.9% |
| 30D | -16.6% | +47.1% | -63.7% | -26.7% |
| 3M | -11.6% | +71.2% | -82.8% | -26.3% |
| 6M | +40.2% | +48.9% | -8.8% | +20.2% |
| YTD | +32.6% | -22.2% | +54.9% | +37.0% |
| 1Y | +24.7% | -5.2% | +29.9% | +20.8% |
| 3Y | +56.3% | -34.9% | +91.3% | +64.9% |
| 5Y | -47.0% | -77.4% | +30.4% | -30.1% |
| 10Y | +411.4% | +158.1% | +253.3% | +242.0% |
| All | +718.6% | +1,058.6% | -340.1% | +386.9% |
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