+140.8%
NTAP vs EPAM
-31.2%
+172.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.6% |
| 7D | -7.8% | +18.8% | -26.5% | -9.9% |
| 30D | -25.8% | +44.9% | -70.7% | -30.0% |
| 3M | -11.2% | +68.6% | -79.8% | -19.0% |
| 6M | +49.9% | +65.4% | -15.5% | +35.8% |
| YTD | +66.9% | -19.9% | +86.8% | +78.2% |
| 1Y | +58.8% | -10.0% | +68.9% | +64.9% |
| 3Y | +140.8% | -30.3% | +171.1% | +139.6% |
| All | +140.8% | -31.2% | +172.0% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling