-100.0%
ZCMD vs EPAM
-78.1%
-21.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.1% | +2.5% |
| 7D | +9.1% | +9.1% | 0.0% | +9.3% |
| 30D | -37.1% | +38.5% | -75.6% | -36.8% |
| 3M | -53.7% | +61.0% | -114.7% | -53.4% |
| 6M | -99.7% | +58.0% | -157.7% | -99.7% |
| YTD | -99.9% | -23.5% | -76.4% | -99.8% |
| 1Y | -99.9% | -10.5% | -89.4% | -99.9% |
| 3Y | -100.0% | -33.8% | -66.2% | -100.0% |
| 5Y | -100.0% | -78.1% | -21.9% | -100.0% |
| All | -100.0% | -78.1% | -21.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling