+112.6%
TJX vs EPAM
-76.7%
+189.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -1.3% |
| 7D | -0.5% | +18.8% | -19.3% | -2.4% |
| 30D | -1.3% | +44.9% | -46.3% | -5.2% |
| 3M | -13.5% | +68.6% | -82.1% | -18.4% |
| 6M | -10.1% | +65.4% | -75.6% | -15.6% |
| YTD | -10.0% | -19.9% | +9.8% | -9.0% |
| 1Y | -5.5% | -10.0% | +4.5% | -5.8% |
| 3Y | +55.5% | -30.3% | +85.8% | +56.4% |
| 5Y | +112.6% | -75.7% | +188.3% | +132.2% |
| All | +112.6% | -76.7% | +189.4% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling