-74.7%
GRAB vs EPAM
-64.7%
-10.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -12.0% | -4.5% | -7.5% | -10.8% |
| 30D | -19.5% | +14.6% | -34.2% | -22.8% |
| 3M | -8.0% | +23.1% | -31.0% | -14.8% |
| 6M | -22.2% | -19.5% | -2.8% | -18.5% |
| YTD | -39.7% | -44.1% | +4.4% | -30.2% |
| 1Y | -43.2% | -25.2% | -18.0% | -40.3% |
| 3Y | -19.1% | -56.8% | +37.8% | -4.0% |
| 5Y | -72.0% | -81.7% | +9.7% | -60.6% |
| All | -74.7% | -64.7% | -10.0% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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