+1,262.1%
TXN vs EPAM
+1,084.1%
+178.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | -0.5% | +18.5% | -19.1% | -5.0% |
| 30D | +10.5% | +44.0% | -33.5% | +0.9% |
| 3M | +10.7% | +63.0% | -52.3% | -2.1% |
| 6M | +5.1% | +67.3% | -62.2% | -9.5% |
| YTD | +82.5% | -20.5% | +103.0% | +85.4% |
| 1Y | +98.2% | -9.6% | +107.8% | +94.9% |
| 3Y | +128.4% | -30.8% | +159.2% | +130.3% |
| 5Y | +89.0% | -75.6% | +164.7% | +128.0% |
| 10Y | +481.5% | +159.6% | +322.0% | +264.8% |
| All | +1,262.1% | +1,084.1% | +178.0% | +581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling