-74.3%
GRAB vs BDX
+8.9%
-83.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -10.8% | -3.2% | -7.7% | -10.2% |
| 30D | -15.5% | -2.5% | -13.0% | -15.0% |
| 3M | -9.0% | +21.4% | -30.4% | -12.8% |
| 6M | -21.6% | +10.4% | -32.0% | -23.5% |
| YTD | -38.9% | +18.8% | -57.7% | -41.3% |
| 1Y | -44.8% | +21.7% | -66.5% | -47.4% |
| 3Y | -18.4% | -10.0% | -8.5% | -18.9% |
| 5Y | -71.6% | -1.8% | -69.8% | -72.0% |
| All | -74.3% | +8.9% | -83.2% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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