-18.4%
GRAB vs BMRN
-27.2%
+8.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | -10.8% | -1.3% | -9.5% | -10.6% |
| 30D | -15.5% | -6.5% | -9.0% | -14.7% |
| 3M | -9.0% | +18.3% | -27.2% | -11.1% |
| 6M | -21.6% | +8.9% | -30.5% | -22.7% |
| YTD | -38.9% | +10.5% | -49.4% | -39.9% |
| 1Y | -44.8% | +17.5% | -62.3% | -46.4% |
| 3Y | -18.4% | -27.7% | +9.3% | -16.0% |
| All | -18.4% | -27.2% | +8.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 3y: compounded portfolio wealth divided by compounded BMRN 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…
3y analysis · Full analysis span regression · 6 months rolling