-74.3%
GRAB vs ILMN
-34.5%
-39.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.7% |
| 7D | -10.8% | -5.4% | -5.4% | -9.6% |
| 30D | -15.5% | +7.0% | -22.5% | -17.0% |
| 3M | -9.0% | +24.2% | -33.2% | -14.1% |
| 6M | -21.6% | +69.9% | -91.5% | -31.9% |
| YTD | -38.9% | +57.4% | -96.3% | -46.2% |
| 1Y | -44.8% | +107.9% | -152.7% | -55.4% |
| 3Y | -18.4% | +37.1% | -55.6% | -29.1% |
| 5Y | -71.6% | -53.7% | -17.9% | -66.1% |
| All | -74.3% | -34.5% | -39.9% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling