-57.0%
EPAM vs GWRE
+51.5%
-108.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.4% | +1.1% |
| 7D | -2.2% | -26.2% | +24.1% | +7.3% |
| 30D | +17.8% | -17.8% | +35.5% | +24.1% |
| 3M | +19.9% | +14.2% | +5.7% | +12.6% |
| 6M | -21.6% | -12.9% | -8.7% | -20.7% |
| YTD | -44.0% | -29.2% | -14.8% | -41.0% |
| 1Y | -30.5% | -44.4% | +13.9% | -22.2% |
| All | -57.0% | +51.5% | -108.5% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling