-71.2%
GRAB vs INCY
+69.3%
-140.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | -10.8% | -4.2% | -6.7% | -10.1% |
| 30D | -15.5% | +0.6% | -16.1% | -15.6% |
| 3M | -9.0% | +12.6% | -21.6% | -11.4% |
| 6M | -21.6% | +28.3% | -49.9% | -26.0% |
| YTD | -38.9% | +23.0% | -61.9% | -41.9% |
| 1Y | -44.8% | +41.0% | -85.8% | -49.3% |
| 3Y | -18.4% | +88.6% | -107.0% | -32.8% |
| All | -71.2% | +69.3% | -140.5% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling