-71.2%
GRAB vs IDXX
-26.5%
-44.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -10.8% | -5.7% | -5.1% | -8.7% |
| 30D | -15.5% | -11.5% | -4.0% | -11.3% |
| 3M | -9.0% | -9.5% | +0.6% | -5.4% |
| 6M | -21.6% | -16.0% | -5.6% | -16.4% |
| YTD | -38.9% | -25.4% | -13.5% | -32.0% |
| 1Y | -44.8% | -21.8% | -23.1% | -40.1% |
| 3Y | -18.4% | +7.0% | -25.5% | -27.3% |
| All | -71.2% | -26.5% | -44.7% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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