+63.4%
ZM vs EPAM
-31.3%
+94.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.6% | +3.9% |
| 7D | +2.9% | +2.0% | +1.0% | +2.3% |
| 30D | +0.7% | +6.5% | -5.8% | -1.7% |
| 3M | -3.7% | +19.9% | -23.6% | -9.5% |
| 6M | +29.9% | -16.9% | +46.8% | +34.9% |
| YTD | +17.4% | -42.9% | +60.3% | +34.4% |
| 1Y | +22.4% | -30.4% | +52.8% | +31.6% |
| 3Y | +41.3% | -54.7% | +96.0% | +64.9% |
| 5Y | -66.0% | -81.8% | +15.8% | -51.7% |
| All | +63.4% | -31.3% | +94.7% | +37.2% |
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 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