+252.6%
ZETA vs EPAM
-76.3%
+328.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.2% |
| 7D | +2.7% | +2.0% | +0.7% | +2.0% |
| 30D | +15.8% | +6.5% | +9.3% | +12.8% |
| 3M | +35.4% | +19.9% | +15.5% | +25.4% |
| 6M | +67.1% | -16.9% | +84.0% | +77.0% |
| YTD | +54.1% | -42.9% | +96.9% | +85.3% |
| 1Y | +67.8% | -30.4% | +98.2% | +88.3% |
| 3Y | +311.4% | -54.7% | +366.1% | +408.6% |
| 5Y | +324.8% | -81.8% | +406.6% | +531.9% |
| All | +252.6% | -76.3% | +328.9% | +479.3% |
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