+207.4%
ABBV vs GRAB
-74.3%
+281.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +0.3% | -10.8% | +11.1% | +0.2% |
| 30D | +3.4% | -15.5% | +18.9% | +3.3% |
| 3M | +15.2% | -9.0% | +24.2% | +15.2% |
| 6M | +14.7% | -21.6% | +36.3% | +14.6% |
| YTD | +15.2% | -38.9% | +54.1% | +15.1% |
| 1Y | +20.4% | -44.8% | +65.2% | +20.2% |
| 3Y | +91.3% | -18.4% | +109.8% | +91.0% |
| 5Y | +189.6% | -71.6% | +261.2% | +187.0% |
| All | +207.4% | -74.3% | +281.8% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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