+45.0%
ZM vs EPAM
-6.5%
+51.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.0% | +2.3% |
| 7D | -5.9% | +13.4% | -19.3% | -10.0% |
| 30D | -5.2% | +47.1% | -52.2% | -16.0% |
| 3M | -11.3% | +71.2% | -82.4% | -24.9% |
| 6M | -14.5% | +48.9% | -63.4% | -25.6% |
| YTD | +4.2% | -22.2% | +26.4% | +7.8% |
| 1Y | +9.3% | -5.2% | +14.5% | +6.7% |
| 3Y | +45.4% | -34.9% | +80.3% | +51.3% |
| 5Y | -66.0% | -77.4% | +11.4% | -54.9% |
| All | +45.0% | -6.5% | +51.5% | +10.1% |
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 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