+104.0%
TXN vs EPAM
-33.7%
+137.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | -7.8% | +13.4% | -21.2% | -8.2% |
| 30D | -3.6% | +47.1% | -50.6% | -6.0% |
| 3M | +0.1% | +71.2% | -71.1% | -3.9% |
| 6M | -3.2% | +48.9% | -52.1% | -5.6% |
| YTD | +63.4% | -22.2% | +85.6% | +79.9% |
| 1Y | +75.6% | -5.2% | +80.8% | +84.4% |
| 3Y | +104.0% | -34.9% | +139.0% | +110.8% |
| All | +104.0% | -33.7% | +137.7% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling