-71.2%
GRAB vs NVS
+92.9%
-164.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -10.8% | -14.3% | +3.5% | -7.6% |
| 30D | -15.5% | -10.0% | -5.6% | -13.5% |
| 3M | -9.0% | -10.9% | +1.9% | -6.7% |
| 6M | -21.6% | -12.0% | -9.6% | -19.5% |
| YTD | -38.9% | +2.5% | -41.4% | -39.6% |
| 1Y | -44.8% | +10.7% | -55.5% | -46.6% |
| 3Y | -18.4% | +53.3% | -71.8% | -29.9% |
| All | -71.2% | +92.9% | -164.1% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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