+281.7%
ZETA vs EPAM
-33.7%
+315.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.1% | +6.9% |
| 7D | -0.4% | +13.4% | -13.8% | -7.4% |
| 30D | -8.0% | +47.1% | -55.1% | -24.7% |
| 3M | +21.4% | +71.2% | -49.8% | -7.9% |
| 6M | +80.1% | +48.9% | +31.2% | +44.1% |
| YTD | +52.5% | -22.2% | +74.7% | +63.2% |
| 1Y | +58.5% | -5.2% | +63.7% | +55.0% |
| 3Y | +281.7% | -34.9% | +316.6% | +295.9% |
| All | +281.7% | -33.7% | +315.4% | +295.9% |
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