-32.1%
ZTS vs EPAM
-4.9%
-27.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.0% |
| 7D | -0.4% | +13.4% | -13.8% | -1.6% |
| 30D | +11.7% | +47.1% | -35.4% | +6.3% |
| 3M | +3.5% | +71.2% | -67.7% | -3.7% |
| 6M | -27.6% | +48.9% | -76.6% | -31.7% |
| YTD | -35.5% | -22.2% | -13.2% | -34.2% |
| 1Y | -32.1% | -5.2% | -26.9% | -32.0% |
| All | -32.1% | -4.9% | -27.2% | -32.0% |
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