+8.7%
TXT vs EPAM
-15.2%
+23.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +10.6% | +0.8% | +9.8% | +10.6% |
| 30D | +14.4% | +24.9% | -10.5% | +13.9% |
| 3M | -2.7% | +22.6% | -25.3% | -3.2% |
| 6M | -4.7% | +24.2% | -28.9% | -5.2% |
| YTD | -0.5% | -33.0% | +32.4% | +0.4% |
| 1Y | +8.7% | -13.3% | +22.0% | +3.1% |
| All | +8.7% | -15.2% | +23.9% | +3.1% |
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