-5.5%
TJX vs EPAM
-10.0%
+4.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.4% |
| 7D | -5.7% | +18.5% | -24.3% | -5.5% |
| 30D | -3.9% | +44.0% | -47.9% | -4.0% |
| 3M | -12.1% | +63.0% | -75.1% | -12.4% |
| 6M | -7.8% | +67.3% | -75.0% | -8.8% |
| YTD | -10.4% | -20.5% | +10.2% | -12.8% |
| 1Y | -5.5% | -9.6% | +4.1% | -6.9% |
| All | -5.5% | -10.0% | +4.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling