-36.7%
ZS vs EPAM
-32.1%
-4.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.6% |
| 7D | -7.8% | +2.0% | -9.8% | -8.4% |
| 30D | +5.0% | +6.5% | -1.5% | +1.9% |
| 3M | +25.5% | +19.9% | +5.6% | +15.5% |
| 6M | +8.7% | -16.9% | +25.6% | +14.7% |
| YTD | -24.5% | -42.9% | +18.4% | -11.5% |
| 1Y | -36.7% | -30.4% | -6.3% | -29.5% |
| All | -36.7% | -32.1% | -4.6% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling