+294.9%
ZETA vs EPAM
-75.7%
+370.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +18.1% | +2.4% | +15.7% | +17.2% |
| 30D | +13.6% | +42.3% | -28.8% | -2.0% |
| 3M | +23.7% | +60.7% | -36.9% | +1.8% |
| 6M | +128.5% | +80.5% | +48.0% | +79.0% |
| YTD | +80.1% | -20.4% | +100.5% | +87.5% |
| 1Y | +98.0% | -9.6% | +107.6% | +97.3% |
| 3Y | +348.6% | -30.5% | +379.1% | +366.4% |
| All | +294.9% | -75.7% | +370.7% | +436.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling