+455.6%
TXN vs EPAM
+163.7%
+291.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +7.0% |
| 7D | -2.1% | +9.1% | -11.1% | -4.9% |
| 30D | +4.7% | +38.5% | -33.8% | -3.9% |
| 3M | +3.9% | +61.0% | -57.1% | -8.5% |
| 6M | +3.8% | +58.0% | -54.3% | -10.2% |
| YTD | +74.2% | -23.5% | +97.6% | +79.8% |
| 1Y | +88.2% | -10.5% | +98.8% | +85.9% |
| 3Y | +124.0% | -33.8% | +157.8% | +129.1% |
| 5Y | +78.4% | -78.1% | +156.5% | +142.1% |
| 10Y | +455.6% | +157.7% | +297.9% | +132.5% |
| All | +455.6% | +163.7% | +291.9% | +132.5% |
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