-81.7%
EPAM vs GWRE
+15.9%
-97.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.4% | +1.7% |
| 7D | -2.2% | -26.2% | +24.1% | +10.4% |
| 30D | +17.8% | -17.8% | +35.5% | +26.1% |
| 3M | +19.9% | +14.2% | +5.7% | +9.9% |
| 6M | -21.6% | -12.9% | -8.7% | -20.1% |
| YTD | -44.0% | -29.2% | -14.8% | -37.8% |
| 1Y | -30.5% | -44.4% | +13.9% | -14.0% |
| 3Y | -56.8% | +51.1% | -107.9% | -72.2% |
| 5Y | -81.7% | +16.5% | -98.2% | -84.7% |
| All | -81.7% | +15.9% | -97.6% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling