+174.6%
ZTS vs EPAM
+465.1%
-290.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.1% |
| 7D | -2.0% | +2.0% | -3.9% | -2.4% |
| 30D | +1.9% | +6.5% | -4.6% | 0.0% |
| 3M | -4.0% | +19.9% | -23.9% | -8.8% |
| 6M | -39.1% | -16.9% | -22.2% | -37.5% |
| YTD | -38.8% | -42.9% | +4.1% | -32.5% |
| 1Y | -49.6% | -30.4% | -19.2% | -46.9% |
| 3Y | -59.0% | -54.7% | -4.2% | -54.2% |
| 5Y | -61.8% | -81.8% | +20.1% | -51.2% |
| 10Y | +61.4% | +65.5% | -4.0% | +19.9% |
| All | +174.6% | +465.1% | -290.5% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling