-100.0%
ZCMD vs EPAM
-48.4%
-51.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.4% | -1.4% | -3.6% |
| 7D | -8.0% | +2.0% | -10.0% | -8.1% |
| 30D | -27.9% | +6.5% | -34.4% | -28.1% |
| 3M | -74.6% | +19.9% | -94.5% | -74.8% |
| 6M | -99.5% | -16.9% | -82.5% | -99.4% |
| YTD | -99.7% | -42.9% | -56.9% | -99.7% |
| 1Y | -99.9% | -30.4% | -69.5% | -99.9% |
| 3Y | -100.0% | -54.7% | -45.3% | -100.0% |
| 5Y | -100.0% | -81.8% | -18.2% | -100.0% |
| All | -100.0% | -48.4% | -51.6% | -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 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