+325.6%
ZETA vs EPAM
-31.2%
+356.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +6.3% |
| 7D | +13.2% | +18.8% | -5.6% | +3.4% |
| 30D | +6.0% | +44.9% | -39.0% | -12.3% |
| 3M | +27.3% | +68.6% | -41.2% | -2.4% |
| 6M | +104.6% | +65.4% | +39.2% | +56.5% |
| YTD | +72.3% | -19.9% | +92.2% | +82.2% |
| 1Y | +76.3% | -10.0% | +86.3% | +76.9% |
| 3Y | +325.6% | -30.3% | +355.9% | +339.7% |
| All | +325.6% | -31.2% | +356.8% | +339.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling