+55.5%
ZM vs EPAM
-32.3%
+87.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.4% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | -7.7% | +18.4% | -26.1% | -12.1% |
| 3M | -4.7% | +19.2% | -23.9% | -10.3% |
| 6M | +24.4% | -21.0% | +45.4% | +31.2% |
| YTD | +11.8% | -43.7% | +55.5% | +28.4% |
| 1Y | +13.4% | -29.9% | +43.2% | +21.7% |
| 3Y | +33.8% | -56.5% | +90.4% | +58.1% |
| 5Y | -67.2% | -81.7% | +14.5% | -53.4% |
| All | +55.5% | -32.3% | +87.9% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling