+324.5%
ZETA vs EPAM
-67.0%
+391.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.9% |
| 7D | +18.8% | +18.5% | +0.2% | +10.0% |
| 30D | +12.6% | +44.0% | -31.4% | -3.3% |
| 3M | +29.5% | +63.0% | -33.5% | +5.8% |
| 6M | +128.6% | +67.3% | +61.3% | +83.7% |
| YTD | +85.5% | -20.5% | +106.0% | +93.4% |
| 1Y | +90.6% | -9.6% | +100.2% | +90.0% |
| 3Y | +358.0% | -30.8% | +388.8% | +377.4% |
| 5Y | +282.0% | -75.6% | +357.6% | +438.9% |
| All | +324.5% | -67.0% | +391.5% | +504.6% |
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