+537.5%
NTAP vs EPAM
+751.2%
-213.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | -0.8% | +2.0% | -2.7% | -1.2% |
| 30D | -0.5% | +6.5% | -7.1% | -2.7% |
| 3M | +4.1% | +19.9% | -15.9% | -1.6% |
| 6M | +88.0% | -16.9% | +104.9% | +92.9% |
| YTD | +75.6% | -42.9% | +118.4% | +95.3% |
| 1Y | +58.9% | -30.4% | +89.3% | +68.1% |
| 3Y | +153.6% | -54.7% | +208.3% | +186.2% |
| 5Y | +127.6% | -81.8% | +209.5% | +192.3% |
| 10Y | +580.4% | +65.5% | +514.9% | +402.9% |
| All | +537.5% | +751.2% | -213.7% | +279.0% |
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