+78.9%
ZTS vs EPAM
+165.6%
-86.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -7.4% | +18.5% | -26.0% | -11.6% |
| 30D | +9.9% | +44.0% | -34.2% | +0.3% |
| 3M | +10.3% | +63.0% | -52.7% | -2.3% |
| 6M | +9.2% | +67.3% | -58.1% | -5.3% |
| YTD | -32.9% | -20.5% | -12.4% | -31.5% |
| 1Y | -29.7% | -9.6% | -20.1% | -30.4% |
| 3Y | -49.0% | -30.8% | -18.2% | -48.4% |
| 5Y | -59.3% | -75.6% | +16.4% | -48.8% |
| 10Y | +78.9% | +159.6% | -80.6% | -6.2% |
| All | +78.9% | +165.6% | -86.7% | -6.2% |
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