+42.4%
ZS vs EPAM
+46.1%
-3.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.4% |
| 7D | -16.9% | +13.4% | -30.3% | -18.8% |
| 30D | -7.4% | +47.1% | -54.5% | -17.8% |
| 3M | +21.6% | +71.2% | -49.6% | +3.3% |
| 6M | +42.4% | +48.9% | -6.6% | +26.1% |
| All | +42.4% | +46.1% | -3.7% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling