-29.3%
ZTS vs EPAM
-8.3%
-20.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +5.6% | +2.4% | +3.2% | +5.3% |
| 30D | +12.1% | +42.3% | -30.2% | +7.2% |
| 3M | +11.3% | +60.7% | -49.4% | +4.5% |
| 6M | +14.3% | +80.5% | -66.2% | +3.5% |
| YTD | -31.9% | -20.4% | -11.5% | -30.5% |
| 1Y | -29.3% | -9.6% | -19.7% | -29.2% |
| All | -29.3% | -8.3% | -20.9% | -29.2% |
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 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