+58.2%
ZM vs EPAM
-4.4%
+62.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +8.1% |
| 7D | +6.8% | +18.5% | -11.7% | +0.8% |
| 30D | +0.1% | +44.0% | -43.9% | -10.8% |
| 3M | -7.5% | +63.0% | -70.5% | -20.6% |
| 6M | -8.4% | +67.3% | -75.7% | -22.8% |
| YTD | +13.7% | -20.5% | +34.2% | +16.9% |
| 1Y | +15.9% | -9.6% | +25.6% | +14.7% |
| 3Y | +58.0% | -30.8% | +88.9% | +61.5% |
| 5Y | -60.4% | -75.6% | +15.2% | -48.6% |
| All | +58.2% | -4.4% | +62.6% | +19.3% |
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 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