+42.9%
TXN vs EPAM
-32.1%
+75.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | 0.0% |
| 7D | +2.2% | -0.9% | +3.1% | +2.1% |
| 30D | -9.5% | +18.4% | -27.8% | -7.6% |
| 3M | -10.5% | +19.2% | -29.8% | -6.5% |
| 6M | +35.4% | -21.0% | +56.3% | +44.4% |
| YTD | +51.8% | -43.7% | +95.5% | +70.5% |
| 1Y | +42.9% | -29.9% | +72.8% | +51.6% |
| All | +42.9% | -32.1% | +75.1% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling