+314.8%
TJX vs EPAM
+165.6%
+149.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -5.7% | +18.5% | -24.3% | -8.8% |
| 30D | -3.9% | +44.0% | -47.9% | -10.1% |
| 3M | -12.1% | +63.0% | -75.1% | -19.8% |
| 6M | -7.8% | +67.3% | -75.0% | -17.1% |
| YTD | -10.4% | -20.5% | +10.2% | -8.9% |
| 1Y | -5.5% | -9.6% | +4.1% | -6.4% |
| 3Y | +55.0% | -30.8% | +85.8% | +55.7% |
| 5Y | +114.2% | -75.6% | +189.8% | +156.1% |
| 10Y | +314.8% | +159.6% | +155.3% | +147.2% |
| All | +314.8% | +165.6% | +149.2% | +147.2% |
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