+1,221.3%
TXN vs EPAM
+1,093.7%
+127.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.0% | +0.7% |
| 7D | -3.8% | +18.8% | -22.6% | -8.1% |
| 30D | +6.4% | +44.9% | -38.5% | -2.9% |
| 3M | +7.7% | +68.6% | -60.9% | -5.5% |
| 6M | +5.5% | +65.4% | -59.9% | -8.9% |
| YTD | +77.0% | -19.9% | +96.9% | +79.5% |
| 1Y | +91.2% | -10.0% | +101.2% | +88.3% |
| 3Y | +121.5% | -30.3% | +151.8% | +123.0% |
| 5Y | +84.9% | -75.7% | +160.6% | +123.4% |
| 10Y | +469.9% | +167.2% | +302.7% | +255.5% |
| All | +1,221.3% | +1,093.7% | +127.5% | +560.4% |
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