+736.0%
EPAM vs GWRE
+661.1%
+74.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -19.9% | +17.6% | +6.3% |
| 7D | +2.0% | -21.1% | +23.0% | +11.6% |
| 30D | +6.5% | +1.3% | +5.2% | +4.3% |
| 3M | +19.9% | +7.4% | +12.5% | +13.5% |
| 6M | -16.9% | +5.6% | -22.5% | -21.9% |
| YTD | -42.9% | -19.2% | -23.7% | -39.9% |
| 1Y | -30.4% | -25.1% | -5.2% | -25.7% |
| 3Y | -54.7% | +87.7% | -142.4% | -70.0% |
| 5Y | -81.8% | +32.0% | -113.8% | -86.1% |
| 10Y | +65.5% | +157.8% | -92.3% | -4.8% |
| All | +736.0% | +661.1% | +74.9% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling