+569.6%
NTAP vs EPAM
+66.7%
+503.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -0.8% | +2.0% | -2.7% | -1.3% |
| 30D | -0.5% | +6.5% | -7.1% | -2.9% |
| 3M | +4.1% | +19.9% | -15.9% | -2.4% |
| 6M | +88.0% | -16.9% | +104.9% | +93.8% |
| YTD | +75.6% | -42.9% | +118.4% | +98.5% |
| 1Y | +58.9% | -30.4% | +89.3% | +69.5% |
| 3Y | +153.6% | -54.7% | +208.3% | +191.0% |
| 5Y | +127.6% | -81.8% | +209.5% | +215.5% |
| All | +569.6% | +66.7% | +503.0% | +226.2% |
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 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