-72.8%
GRAB vs ILMN
-34.3%
-38.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -5.0% | -2.9% | -2.1% | -4.4% |
| 30D | +11.3% | -23.8% | +35.2% | +17.4% |
| 3M | -12.4% | +7.5% | -19.9% | -15.5% |
| 6M | -10.7% | +42.8% | -53.5% | -20.1% |
| YTD | -35.1% | +57.8% | -92.9% | -43.8% |
| 1Y | -41.5% | +72.6% | -114.1% | -50.5% |
| 3Y | -2.7% | +129.3% | -132.0% | -29.5% |
| 5Y | -80.2% | -44.5% | -35.7% | -78.1% |
| All | -72.8% | -34.3% | -38.5% | -69.1% |
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