+77.0%
ZTS vs EPAM
+163.7%
-86.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.0% |
| 7D | -1.0% | +9.1% | -10.1% | -3.7% |
| 30D | +10.8% | +38.5% | -27.7% | +2.0% |
| 3M | +14.1% | +61.0% | -46.9% | +1.3% |
| 6M | +0.8% | +58.0% | -57.3% | -11.5% |
| YTD | -33.1% | -23.5% | -9.6% | -31.1% |
| 1Y | -30.0% | -10.5% | -19.5% | -30.6% |
| 3Y | -49.5% | -33.8% | -15.7% | -48.4% |
| 5Y | -60.2% | -78.1% | +17.9% | -48.2% |
| 10Y | +77.0% | +157.7% | -80.7% | -6.6% |
| All | +77.0% | +163.7% | -86.7% | -6.6% |
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