+76.3%
ZETA vs EPAM
-7.6%
+84.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +6.4% |
| 7D | +13.2% | +18.8% | -5.6% | +4.3% |
| 30D | +6.0% | +44.9% | -39.0% | -12.4% |
| 3M | +27.3% | +68.6% | -41.2% | -3.4% |
| 6M | +104.6% | +65.4% | +39.2% | +55.0% |
| YTD | +72.3% | -19.9% | +92.2% | +87.7% |
| 1Y | +76.3% | -10.0% | +86.3% | +63.2% |
| All | +76.3% | -7.6% | +84.0% | +63.2% |
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