-31.6%
ZS vs EPAM
-15.2%
-16.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -12.3% | +0.8% | -13.1% | -12.7% |
| 30D | +11.2% | +24.9% | -13.7% | +1.5% |
| 3M | +37.5% | +22.6% | +14.9% | +25.8% |
| 6M | +57.8% | +24.2% | +33.6% | +42.0% |
| YTD | -0.2% | -33.0% | +32.7% | +9.6% |
| 1Y | -31.6% | -13.3% | -18.3% | -41.1% |
| All | -31.6% | -15.2% | -16.4% | -41.1% |
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 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