+222.7%
TXT vs EPAM
+1,105.1%
-882.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +20.6% | -22.3% | -5.9% |
| 7D | -2.5% | +23.0% | -25.6% | -7.2% |
| 30D | +12.8% | +51.6% | -38.7% | +2.7% |
| 3M | -3.6% | +50.8% | -54.4% | -12.8% |
| 6M | -6.9% | +51.1% | -58.1% | -16.8% |
| YTD | -2.2% | -19.1% | +17.0% | -0.8% |
| 1Y | +6.3% | +3.0% | +3.3% | +1.8% |
| 3Y | +10.3% | -31.2% | +41.4% | +11.5% |
| 5Y | +10.6% | -76.5% | +87.1% | +32.9% |
| 10Y | +121.0% | +168.4% | -47.4% | +34.4% |
| All | +222.7% | +1,105.1% | -882.4% | +47.8% |
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