-49.6%
ZTS vs EPAM
-32.1%
-17.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.3% |
| 7D | -2.0% | +2.0% | -3.9% | -2.3% |
| 30D | +1.9% | +6.5% | -4.6% | +0.7% |
| 3M | -4.0% | +19.9% | -23.9% | -7.5% |
| 6M | -39.1% | -16.9% | -22.2% | -37.8% |
| YTD | -38.8% | -42.9% | +4.1% | -34.6% |
| 1Y | -49.6% | -30.4% | -19.2% | -49.1% |
| All | -49.6% | -32.1% | -17.4% | -49.1% |
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