+589.7%
NTAP vs EPAM
+165.6%
+424.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.2% |
| 7D | -2.4% | +18.5% | -21.0% | -7.3% |
| 30D | -23.4% | +44.0% | -67.5% | -31.0% |
| 3M | -7.5% | +63.0% | -70.5% | -19.8% |
| 6M | +56.4% | +67.3% | -10.9% | +32.4% |
| YTD | +73.6% | -20.5% | +94.2% | +77.8% |
| 1Y | +68.4% | -9.6% | +78.0% | +66.4% |
| 3Y | +150.6% | -30.8% | +181.4% | +154.3% |
| 5Y | +122.5% | -75.6% | +198.1% | +185.9% |
| 10Y | +589.7% | +159.6% | +430.2% | +182.5% |
| All | +589.7% | +165.6% | +424.1% | +182.5% |
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