+105.6%
NTAP vs EPAM
-77.4%
+183.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.4% |
| 7D | -15.1% | +13.4% | -28.4% | -17.2% |
| 30D | -28.1% | +47.1% | -75.2% | -33.0% |
| 3M | -11.4% | +71.2% | -82.6% | -20.0% |
| 6M | +52.2% | +48.9% | +3.3% | +39.4% |
| YTD | +60.4% | -22.2% | +82.7% | +65.2% |
| 1Y | +51.0% | -5.2% | +56.2% | +49.7% |
| 3Y | +135.6% | -34.9% | +170.5% | +142.0% |
| All | +105.6% | -77.4% | +183.1% | +142.9% |
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 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