-74.7%
GRAB vs INCY
+46.0%
-120.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -12.0% | -3.7% | -8.3% | -11.3% |
| 30D | -19.5% | +1.8% | -21.3% | -19.9% |
| 3M | -8.0% | +17.0% | -24.9% | -11.5% |
| 6M | -22.2% | +28.4% | -50.6% | -27.0% |
| YTD | -39.7% | +24.8% | -64.5% | -43.2% |
| 1Y | -43.2% | +42.9% | -86.1% | -48.4% |
| 3Y | -19.1% | +92.7% | -111.8% | -34.8% |
| 5Y | -72.0% | +73.3% | -145.3% | -76.4% |
| All | -74.7% | +46.0% | -120.6% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling