-62.2%
ZM vs EPAM
-75.7%
+13.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | +11.0% | +2.4% | +8.6% | +10.3% |
| 30D | +5.6% | +42.3% | -36.7% | -4.9% |
| 3M | -9.1% | +60.7% | -69.8% | -21.0% |
| 6M | -2.6% | +80.5% | -83.1% | -18.7% |
| YTD | +15.7% | -20.4% | +36.0% | +18.7% |
| 1Y | +18.8% | -9.6% | +28.4% | +17.6% |
| 3Y | +62.2% | -30.5% | +92.7% | +65.2% |
| All | -62.2% | -75.7% | +13.6% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling