-18.7%
GRAB vs ILMN
+32.3%
-51.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -6.0% |
| 7D | -13.9% | -3.9% | -10.0% | -13.4% |
| 30D | -17.2% | +6.9% | -24.1% | -18.0% |
| 3M | -7.9% | +28.1% | -36.0% | -11.4% |
| 6M | -23.2% | +65.0% | -88.2% | -29.2% |
| YTD | -39.1% | +56.3% | -95.4% | -43.5% |
| 1Y | -42.5% | +108.7% | -151.2% | -49.3% |
| All | -18.7% | +32.3% | -51.0% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling