+859.8%
TJX vs EPAM
+1,091.5%
-231.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -3.6% | +41.8% | -45.4% | -9.2% |
| 3M | -10.3% | +63.4% | -73.7% | -17.6% |
| 6M | -8.6% | +72.2% | -80.8% | -17.6% |
| YTD | -10.3% | -20.0% | +9.7% | -9.3% |
| 1Y | -6.4% | -9.0% | +2.6% | -7.4% |
| 3Y | +55.0% | -30.4% | +85.4% | +55.4% |
| 5Y | +112.4% | -75.6% | +188.0% | +141.0% |
| 10Y | +314.9% | +161.2% | +153.7% | +199.1% |
| All | +859.8% | +1,091.5% | -231.7% | +516.1% |
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