+570.8%
NTAP vs EPAM
+168.6%
+402.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -1.1% |
| 7D | -7.8% | +18.8% | -26.5% | -12.4% |
| 30D | -25.8% | +44.9% | -70.7% | -33.2% |
| 3M | -11.2% | +68.6% | -79.8% | -23.6% |
| 6M | +49.9% | +65.4% | -15.5% | +27.4% |
| YTD | +66.9% | -19.9% | +86.8% | +70.6% |
| 1Y | +58.8% | -10.0% | +68.9% | +57.3% |
| 3Y | +140.8% | -30.3% | +171.1% | +143.9% |
| 5Y | +115.0% | -75.7% | +190.7% | +177.1% |
| 10Y | +570.8% | +167.2% | +403.6% | +171.9% |
| All | +570.8% | +168.6% | +402.1% | +171.9% |
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