+99.6%
TXT vs EPAM
+168.6%
-69.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.7% |
| 7D | -1.1% | +18.8% | -19.9% | -5.1% |
| 30D | +17.1% | +44.9% | -27.9% | +7.4% |
| 3M | -2.6% | +68.6% | -71.2% | -13.9% |
| 6M | -4.6% | +65.4% | -70.0% | -16.5% |
| YTD | -0.3% | -19.9% | +19.6% | +1.6% |
| 1Y | +5.9% | -10.0% | +15.9% | +4.9% |
| 3Y | +14.4% | -30.3% | +44.6% | +15.4% |
| 5Y | +15.9% | -75.7% | +91.5% | +44.9% |
| 10Y | +99.6% | +167.2% | -67.6% | +11.7% |
| All | +99.6% | +168.6% | -69.1% | +11.7% |
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 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