+58.5%
ZETA vs EPAM
-4.9%
+63.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.1% | +6.7% |
| 7D | -0.4% | +13.4% | -13.8% | -6.6% |
| 30D | -8.0% | +47.1% | -55.1% | -24.9% |
| 3M | +21.4% | +71.2% | -49.8% | -8.8% |
| 6M | +80.1% | +48.9% | +31.2% | +43.6% |
| YTD | +52.5% | -22.2% | +74.7% | +68.0% |
| 1Y | +58.5% | -5.2% | +63.7% | +46.7% |
| All | +58.5% | -4.9% | +63.4% | +46.7% |
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