-72.8%
GRAB vs EPAM
-49.5%
-23.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -6.9% | -1.1% | -5.8% | -6.7% |
| 30D | +8.7% | +41.8% | -33.1% | -2.5% |
| 3M | -10.2% | +63.4% | -73.6% | -23.1% |
| 6M | -11.0% | +72.2% | -83.2% | -26.2% |
| YTD | -35.1% | -20.0% | -15.0% | -33.0% |
| 1Y | -44.0% | -9.0% | -35.0% | -44.6% |
| 3Y | -0.9% | -30.4% | +29.5% | +1.1% |
| 5Y | -80.2% | -75.6% | -4.6% | -74.0% |
| All | -72.8% | -49.5% | -23.3% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling