+10.1%
TXT vs EPAM
-31.1%
+41.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +20.6% | -22.3% | -3.9% |
| 7D | -2.5% | +23.0% | -25.6% | -5.1% |
| 30D | +12.8% | +51.6% | -38.7% | +7.0% |
| 3M | -3.6% | +50.8% | -54.4% | -8.9% |
| 6M | -6.9% | +51.1% | -58.1% | -12.5% |
| YTD | -2.2% | -19.1% | +17.0% | +1.3% |
| 1Y | +6.3% | +3.0% | +3.3% | +4.7% |
| All | +10.1% | -31.1% | +41.2% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling