+414.5%
ZS vs EPAM
-3.5%
+418.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.5% |
| 7D | -7.8% | +2.0% | -9.8% | -8.5% |
| 30D | +5.0% | +6.5% | -1.5% | +1.6% |
| 3M | +25.5% | +19.9% | +5.6% | +14.8% |
| 6M | +8.7% | -16.9% | +25.6% | +15.2% |
| YTD | -24.5% | -42.9% | +18.4% | -8.1% |
| 1Y | -36.7% | -30.4% | -6.3% | -29.4% |
| 3Y | +7.2% | -54.7% | +61.9% | +34.1% |
| 5Y | -40.9% | -81.8% | +40.9% | +3.7% |
| All | +414.5% | -3.5% | +418.0% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling