-59.3%
ZTS vs EPAM
-75.8%
+16.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.0% | -1.1% | +2.2% | +1.2% |
| 30D | +12.4% | +41.8% | -29.4% | +6.0% |
| 3M | +13.6% | +63.4% | -49.8% | +4.6% |
| 6M | +9.3% | +72.2% | -62.9% | -1.2% |
| YTD | -32.6% | -20.0% | -12.5% | -31.6% |
| 1Y | -30.0% | -9.0% | -21.0% | -30.5% |
| 3Y | -48.7% | -30.4% | -18.3% | -48.4% |
| 5Y | -59.3% | -75.6% | +16.3% | -52.7% |
| All | -59.3% | -75.8% | +16.4% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling