+67.6%
EPAM vs GWRE
+129.6%
-62.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -4.5% | -30.9% | +26.5% | +12.6% |
| 30D | +14.6% | -20.7% | +35.3% | +25.7% |
| 3M | +23.1% | +20.2% | +2.9% | +9.4% |
| 6M | -19.5% | -11.9% | -7.6% | -18.4% |
| YTD | -44.1% | -30.3% | -13.8% | -36.7% |
| 1Y | -25.2% | -44.6% | +19.4% | -5.5% |
| 3Y | -56.8% | +48.8% | -105.6% | -71.1% |
| 5Y | -81.7% | +14.8% | -96.5% | -86.2% |
| All | +67.6% | +129.6% | -62.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling