+249.0%
ZETA vs EPAM
-67.7%
+316.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.9% | +9.1% | +6.6% |
| 7D | -0.4% | +13.4% | -13.8% | -6.4% |
| 30D | -8.0% | +47.1% | -55.1% | -21.8% |
| 3M | +21.4% | +71.2% | -49.8% | -2.6% |
| 6M | +80.1% | +48.9% | +31.2% | +50.8% |
| YTD | +52.5% | -22.2% | +74.7% | +60.2% |
| 1Y | +58.5% | -5.2% | +63.7% | +55.2% |
| 3Y | +281.7% | -34.9% | +316.6% | +305.8% |
| 5Y | +237.3% | -77.4% | +314.7% | +391.8% |
| All | +249.0% | -67.7% | +316.8% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling