-49.1%
ZTS vs EPAM
-33.7%
-15.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.8% |
| 7D | -0.4% | +13.4% | -13.8% | -2.5% |
| 30D | +11.7% | +47.1% | -35.4% | +4.8% |
| 3M | +3.5% | +71.2% | -67.7% | -5.5% |
| 6M | -27.6% | +48.9% | -76.6% | -32.9% |
| YTD | -35.5% | -22.2% | -13.2% | -33.8% |
| 1Y | -32.1% | -5.2% | -26.9% | -32.8% |
| 3Y | -49.1% | -34.9% | -14.1% | -48.0% |
| All | -49.1% | -33.7% | -15.4% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling