+122.5%
NTAP vs EPAM
-76.2%
+198.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.2% |
| 7D | -2.4% | +18.5% | -21.0% | -5.4% |
| 30D | -23.4% | +44.0% | -67.5% | -28.4% |
| 3M | -7.5% | +63.0% | -70.5% | -15.7% |
| 6M | +56.4% | +67.3% | -10.9% | +40.3% |
| YTD | +73.6% | -20.5% | +94.2% | +78.2% |
| 1Y | +68.4% | -9.6% | +78.0% | +68.7% |
| 3Y | +150.6% | -30.8% | +181.4% | +155.0% |
| 5Y | +122.5% | -75.6% | +198.1% | +150.7% |
| All | +122.5% | -76.2% | +198.7% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling