+415.7%
TXN vs EPAM
+63.0%
+352.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +2.7% | -2.2% | +4.8% | +3.2% |
| 30D | -6.7% | +17.8% | -24.5% | -10.4% |
| 3M | -8.9% | +19.9% | -28.8% | -14.3% |
| 6M | +34.7% | -21.6% | +56.3% | +40.0% |
| YTD | +53.3% | -44.0% | +97.3% | +72.5% |
| 1Y | +45.0% | -30.5% | +75.5% | +53.0% |
| 3Y | +73.1% | -56.8% | +129.9% | +99.1% |
| 5Y | +59.9% | -81.7% | +141.6% | +120.1% |
| 10Y | +415.7% | +68.4% | +347.3% | +149.9% |
| All | +415.7% | +63.0% | +352.6% | +149.9% |
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