+8.5%
BMY vs GRAB
-22.3%
+30.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.0% | +0.5% |
| 7D | -4.8% | -13.9% | +9.1% | -2.8% |
| 30D | -0.7% | -17.2% | +16.5% | +1.9% |
| 3M | +15.3% | -7.9% | +23.2% | +16.3% |
| 6M | +8.5% | -23.2% | +31.8% | +13.7% |
| All | +8.5% | -22.3% | +30.8% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling