+127.9%
NTAP vs EPAM
-75.7%
+203.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +7.2% | +2.4% | +4.8% | +6.8% |
| 30D | -18.4% | +42.3% | -60.7% | -23.5% |
| 3M | -11.3% | +60.7% | -72.0% | -19.0% |
| 6M | +53.8% | +80.5% | -26.7% | +36.0% |
| YTD | +72.0% | -20.4% | +92.3% | +76.4% |
| 1Y | +68.0% | -9.6% | +77.6% | +68.3% |
| 3Y | +149.5% | -30.5% | +180.0% | +153.6% |
| All | +127.9% | -75.7% | +203.7% | +156.8% |
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