+24.4%
TXG vs EPAM
-37.7%
+62.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +5.3% |
| 7D | +9.4% | -0.9% | +10.3% | +9.7% |
| 30D | +26.1% | +18.4% | +7.7% | +17.6% |
| 3M | +124.8% | +19.2% | +105.6% | +103.9% |
| 6M | +215.2% | -21.0% | +236.2% | +239.1% |
| YTD | +302.2% | -43.7% | +345.9% | +394.2% |
| 1Y | +370.9% | -29.9% | +400.8% | +425.5% |
| 3Y | +38.5% | -56.5% | +95.1% | +81.1% |
| 5Y | -64.4% | -81.7% | +17.3% | -38.2% |
| All | +24.4% | -37.7% | +62.1% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling