+11.5%
TXT vs EPAM
-81.9%
+93.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -4.8% | +2.0% | -6.7% | -5.0% |
| 30D | -10.6% | +6.5% | -17.1% | -11.6% |
| 3M | -13.2% | +19.9% | -33.1% | -15.9% |
| 6M | -20.3% | -16.9% | -3.4% | -19.0% |
| YTD | -9.3% | -42.9% | +33.6% | -3.2% |
| 1Y | -2.7% | -30.4% | +27.7% | +0.5% |
| 3Y | +1.4% | -54.7% | +56.1% | +8.3% |
| All | +11.5% | -81.9% | +93.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling