+17.6%
TXG vs EPAM
-12.0%
+29.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.1% |
| 7D | -8.1% | +18.5% | -26.6% | -16.0% |
| 30D | -17.5% | +44.0% | -61.5% | -31.1% |
| 3M | +6.1% | +63.0% | -56.9% | -16.2% |
| 6M | +202.7% | +67.3% | +135.4% | +129.1% |
| YTD | +280.4% | -20.5% | +301.0% | +291.8% |
| 1Y | +274.0% | -9.6% | +283.6% | +263.8% |
| 3Y | +74.9% | -30.8% | +105.7% | +82.2% |
| 5Y | -63.0% | -75.6% | +12.6% | -44.7% |
| All | +17.6% | -12.0% | +29.7% | +4.8% |
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