+1,030.7%
TXN vs EPAM
+751.2%
+279.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | -0.1% | +2.0% | -2.0% | -0.5% |
| 30D | -6.9% | +6.5% | -13.5% | -8.7% |
| 3M | -14.9% | +19.9% | -34.9% | -19.7% |
| 6M | +29.0% | -16.9% | +45.9% | +31.5% |
| YTD | +51.5% | -42.9% | +94.3% | +67.7% |
| 1Y | +41.6% | -30.4% | +71.9% | +48.5% |
| 3Y | +65.8% | -54.7% | +120.5% | +86.3% |
| 5Y | +56.8% | -81.8% | +138.6% | +103.0% |
| 10Y | +387.5% | +65.5% | +322.0% | +240.3% |
| All | +1,030.7% | +751.2% | +279.5% | +516.7% |
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