+199.3%
TXT vs EPAM
+751.2%
-551.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -4.8% | +2.0% | -6.7% | -5.2% |
| 30D | -10.6% | +6.5% | -17.1% | -12.3% |
| 3M | -13.2% | +19.9% | -33.1% | -17.6% |
| 6M | -20.3% | -16.9% | -3.4% | -18.5% |
| YTD | -9.3% | -42.9% | +33.6% | -0.1% |
| 1Y | -2.7% | -30.4% | +27.7% | +2.0% |
| 3Y | +1.4% | -54.7% | +56.1% | +12.9% |
| 5Y | +9.6% | -81.8% | +91.4% | +38.5% |
| 10Y | +94.9% | +65.5% | +29.4% | +32.1% |
| All | +199.3% | +751.2% | -551.9% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling