+74.2%
ZTS vs EPAM
+170.1%
-95.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.5% |
| 7D | -0.4% | +13.4% | -13.8% | -3.9% |
| 30D | +11.7% | +47.1% | -35.4% | +1.5% |
| 3M | +3.5% | +71.2% | -67.7% | -9.5% |
| 6M | -27.6% | +48.9% | -76.6% | -35.4% |
| YTD | -35.5% | -22.2% | -13.2% | -33.7% |
| 1Y | -32.1% | -5.2% | -26.9% | -33.6% |
| 3Y | -49.1% | -34.9% | -14.1% | -47.7% |
| 5Y | -61.0% | -77.4% | +16.4% | -49.7% |
| All | +74.2% | +170.1% | -95.9% | -8.4% |
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