+101.8%
TXT vs EPAM
+163.7%
-61.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.6% |
| 7D | -3.5% | +9.1% | -12.6% | -5.8% |
| 30D | +15.2% | +38.5% | -23.3% | +6.7% |
| 3M | -4.5% | +61.0% | -65.4% | -14.7% |
| 6M | -6.1% | +58.0% | -64.1% | -17.0% |
| YTD | -2.0% | -23.5% | +21.5% | +0.9% |
| 1Y | +4.2% | -10.5% | +14.8% | +3.2% |
| 3Y | +14.4% | -33.8% | +48.2% | +16.7% |
| 5Y | +12.3% | -78.1% | +90.5% | +45.6% |
| 10Y | +101.8% | +157.7% | -55.9% | +13.5% |
| All | +101.8% | +163.7% | -61.9% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling