+28.1%
BSX vs GRAB
-74.7%
+102.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.2% | -4.1% |
| 7D | -8.2% | -12.0% | +3.8% | -7.6% |
| 30D | -15.8% | -19.5% | +3.7% | -14.8% |
| 3M | -10.8% | -8.0% | -2.9% | -10.5% |
| 6M | -38.4% | -22.2% | -16.2% | -37.6% |
| YTD | -54.8% | -39.7% | -15.1% | -53.7% |
| 1Y | -59.0% | -43.2% | -15.8% | -58.0% |
| 3Y | -20.0% | -19.1% | -0.9% | -19.3% |
| 5Y | -3.1% | -72.0% | +68.9% | -4.5% |
| All | +28.1% | -74.7% | +102.8% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling