+294.5%
ZETA vs EPAM
-66.7%
+361.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +6.5% |
| 7D | +13.2% | +18.8% | -5.6% | +4.9% |
| 30D | +6.0% | +44.9% | -39.0% | -9.2% |
| 3M | +27.3% | +68.6% | -41.2% | +2.8% |
| 6M | +104.6% | +65.4% | +39.2% | +65.2% |
| YTD | +72.3% | -19.9% | +92.2% | +79.2% |
| 1Y | +76.3% | -10.0% | +86.3% | +76.0% |
| 3Y | +325.6% | -30.3% | +355.9% | +342.5% |
| 5Y | +254.2% | -75.7% | +329.9% | +400.9% |
| All | +294.5% | -66.7% | +361.2% | +460.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling