+829.0%
TJX vs EPAM
+751.2%
+77.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | -17.1% | +6.5% | -23.7% | -18.3% |
| 3M | -16.5% | +19.9% | -36.4% | -19.6% |
| 6M | -17.8% | -16.9% | -0.9% | -16.3% |
| YTD | -13.2% | -42.9% | +29.7% | -6.8% |
| 1Y | -5.2% | -30.4% | +25.2% | -1.9% |
| 3Y | +48.2% | -54.7% | +103.0% | +60.2% |
| 5Y | +99.8% | -81.8% | +181.6% | +137.9% |
| 10Y | +291.1% | +65.5% | +225.7% | +203.5% |
| All | +829.0% | +751.2% | +77.8% | +532.8% |
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