+46.6%
ZM vs EPAM
-3.7%
+50.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -2.2% |
| 7D | -1.0% | +18.8% | -19.8% | -6.6% |
| 30D | -7.0% | +44.9% | -51.9% | -17.2% |
| 3M | -15.2% | +68.6% | -83.8% | -27.9% |
| 6M | -16.8% | +65.4% | -82.2% | -29.6% |
| YTD | +5.4% | -19.9% | +25.2% | +8.1% |
| 1Y | +9.3% | -10.0% | +19.3% | +8.3% |
| 3Y | +46.5% | -30.3% | +76.7% | +49.4% |
| 5Y | -63.8% | -75.7% | +11.9% | -53.0% |
| All | +46.6% | -3.7% | +50.3% | +10.4% |
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