+468.5%
TXN vs EPAM
+157.4%
+311.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +9.5% | +2.4% | +7.1% | +8.9% |
| 30D | +8.7% | +42.3% | -33.6% | -0.9% |
| 3M | +11.6% | +60.7% | -49.1% | -1.6% |
| 6M | +0.1% | +80.5% | -80.4% | -16.1% |
| YTD | +78.8% | -20.4% | +99.2% | +83.0% |
| 1Y | +91.2% | -9.6% | +100.8% | +88.8% |
| 3Y | +125.8% | -30.5% | +156.3% | +128.4% |
| 5Y | +83.8% | -75.7% | +159.5% | +139.5% |
| All | +468.5% | +157.4% | +311.1% | +136.8% |
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