+46.6%
TJX vs EPAM
-56.4%
+102.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | -19.9% | +18.4% | -38.2% | -20.8% |
| 3M | -19.0% | +19.2% | -38.3% | -20.3% |
| 6M | -18.6% | -21.0% | +2.4% | -17.7% |
| YTD | -15.3% | -43.7% | +28.4% | -12.5% |
| 1Y | -7.3% | -29.9% | +22.5% | -6.3% |
| 3Y | +46.6% | -56.5% | +103.1% | +51.7% |
| All | +46.6% | -56.4% | +102.9% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling