+24.3%
BMY vs GRAB
-71.8%
+96.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -4.8% | -10.8% | +6.1% | -4.6% |
| 30D | -0.1% | -15.5% | +15.4% | +0.1% |
| 3M | +13.1% | -9.0% | +22.1% | +13.2% |
| 6M | +8.4% | -21.6% | +30.0% | +8.7% |
| YTD | +22.0% | -38.9% | +60.8% | +22.5% |
| 1Y | +40.3% | -44.8% | +85.1% | +40.9% |
| 3Y | +20.5% | -18.4% | +39.0% | +20.4% |
| All | +24.3% | -71.8% | +96.1% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling