-42.5%
ZS vs EPAM
-32.1%
-10.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.2% | -4.1% |
| 7D | -9.2% | -0.9% | -8.3% | -8.8% |
| 30D | -4.0% | +18.4% | -22.3% | -9.7% |
| 3M | +25.3% | +19.2% | +6.1% | +15.4% |
| 6M | -1.3% | -21.0% | +19.7% | +6.2% |
| YTD | -28.0% | -43.7% | +15.7% | -14.7% |
| 1Y | -42.5% | -29.9% | -12.6% | -36.0% |
| All | -42.5% | -32.1% | -10.4% | -36.0% |
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