-18.4%
GRAB vs INCY
+89.7%
-108.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -10.8% | -4.2% | -6.7% | -10.5% |
| 30D | -15.5% | +0.6% | -16.1% | -15.5% |
| 3M | -9.0% | +12.6% | -21.6% | -9.8% |
| 6M | -21.6% | +28.3% | -49.9% | -23.2% |
| YTD | -38.9% | +23.0% | -61.9% | -39.9% |
| 1Y | -44.8% | +41.0% | -85.8% | -46.1% |
| 3Y | -18.4% | +88.6% | -107.0% | -24.5% |
| All | -18.4% | +89.7% | -108.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling