-32.3%
GRAB vs INCY
+45.3%
-77.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -5.3% | +1.9% | -7.2% | -5.5% |
| 30D | -8.6% | +5.8% | -14.4% | -9.1% |
| 3M | -1.2% | +25.2% | -26.4% | -3.6% |
| 6M | -16.6% | +28.2% | -44.8% | -19.1% |
| YTD | -31.5% | +28.3% | -59.8% | -33.6% |
| 1Y | -32.3% | +48.3% | -80.6% | -30.8% |
| All | -32.3% | +45.3% | -77.5% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling