+483.1%
NTAP vs EPAM
+1,105.1%
-622.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +20.6% | -30.4% | -14.0% |
| 7D | -22.5% | +23.0% | -45.5% | -26.6% |
| 30D | -25.7% | +51.6% | -77.3% | -33.0% |
| 3M | -9.0% | +50.8% | -59.8% | -18.7% |
| 6M | +49.2% | +51.1% | -1.9% | +31.8% |
| YTD | +60.6% | -19.1% | +79.7% | +63.0% |
| 1Y | +48.7% | +3.0% | +45.7% | +42.3% |
| 3Y | +135.6% | -31.2% | +166.7% | +139.0% |
| 5Y | +107.8% | -76.5% | +184.3% | +150.5% |
| 10Y | +609.4% | +168.4% | +441.0% | +369.7% |
| All | +483.1% | +1,105.1% | -622.0% | +216.5% |
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