+482.4%
NTAP vs EPAM
+1,058.6%
-576.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.7% |
| 7D | -15.1% | +13.4% | -28.4% | -18.1% |
| 30D | -28.1% | +47.1% | -75.2% | -34.8% |
| 3M | -11.4% | +71.2% | -82.6% | -22.9% |
| 6M | +52.2% | +48.9% | +3.3% | +34.8% |
| YTD | +60.4% | -22.2% | +82.7% | +64.2% |
| 1Y | +51.0% | -5.2% | +56.2% | +47.3% |
| 3Y | +135.6% | -34.9% | +170.5% | +141.9% |
| 5Y | +107.5% | -77.4% | +184.9% | +152.2% |
| 10Y | +608.6% | +158.1% | +450.5% | +372.9% |
| All | +482.4% | +1,058.6% | -576.2% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling