+503.2%
ZS vs EPAM
+29.4%
+473.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -11.1% | +9.1% | -20.1% | -15.6% |
| 30D | -14.8% | +38.5% | -53.3% | -26.9% |
| 3M | +18.0% | +61.0% | -43.0% | -4.9% |
| 6M | +30.8% | +58.0% | -27.2% | +4.4% |
| YTD | -11.5% | -23.5% | +12.0% | -6.5% |
| 1Y | -37.8% | -10.5% | -27.3% | -38.4% |
| 3Y | +16.6% | -33.8% | +50.4% | +22.0% |
| 5Y | -43.6% | -78.1% | +34.6% | -8.3% |
| All | +503.2% | +29.4% | +473.8% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling