-71.2%
GRAB vs ILMN
-30.7%
-40.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | -5.3% | +1.2% | -6.5% | -5.6% |
| 30D | -8.6% | +9.2% | -17.7% | -10.7% |
| 3M | -1.2% | +29.8% | -31.0% | -7.7% |
| 6M | -16.6% | +69.2% | -85.8% | -27.5% |
| YTD | -31.5% | +66.4% | -97.8% | -40.5% |
| 1Y | -32.3% | +123.4% | -155.7% | -46.2% |
| 3Y | -10.7% | +33.2% | -43.9% | -21.3% |
| 5Y | -67.9% | -52.0% | -15.9% | -61.9% |
| All | -71.2% | -30.7% | -40.5% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling