+572.0%
NTAP vs EPAM
+170.1%
+401.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.8% |
| 7D | -15.1% | +13.4% | -28.4% | -18.5% |
| 30D | -28.1% | +47.1% | -75.2% | -35.5% |
| 3M | -11.4% | +71.2% | -82.6% | -24.2% |
| 6M | +52.2% | +48.9% | +3.3% | +32.8% |
| YTD | +60.4% | -22.2% | +82.7% | +65.2% |
| 1Y | +51.0% | -5.2% | +56.2% | +47.1% |
| 3Y | +135.6% | -34.9% | +170.5% | +143.0% |
| 5Y | +107.5% | -77.4% | +184.9% | +174.6% |
| All | +572.0% | +170.1% | +401.9% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling