+67.8%
ZETA vs EPAM
-32.1%
+100.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.7% |
| 7D | +2.7% | +2.0% | +0.7% | +1.6% |
| 30D | +15.8% | +6.5% | +9.3% | +11.1% |
| 3M | +35.4% | +19.9% | +15.5% | +20.6% |
| 6M | +67.1% | -16.9% | +84.0% | +83.4% |
| YTD | +54.1% | -42.9% | +96.9% | +109.3% |
| 1Y | +67.8% | -30.4% | +98.2% | +91.0% |
| All | +67.8% | -32.1% | +100.0% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling