-25.2%
EPAM vs GWRE
-45.4%
+20.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | -4.5% | -30.9% | +26.5% | +9.3% |
| 30D | +14.6% | -20.7% | +35.3% | +23.1% |
| 3M | +23.1% | +20.2% | +2.9% | +11.1% |
| 6M | -19.5% | -11.9% | -7.6% | -18.8% |
| YTD | -44.1% | -30.3% | -13.8% | -44.3% |
| 1Y | -25.2% | -44.6% | +19.4% | -23.0% |
| All | -25.2% | -45.4% | +20.2% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling