-74.3%
GRAB vs TEVA
+287.2%
-361.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | -10.8% | +2.0% | -12.8% | -11.2% |
| 30D | -15.5% | +1.0% | -16.5% | -15.7% |
| 3M | -9.0% | +7.3% | -16.3% | -10.6% |
| 6M | -21.6% | +21.7% | -43.3% | -25.3% |
| YTD | -38.9% | +18.8% | -57.7% | -41.5% |
| 1Y | -44.8% | +86.5% | -131.3% | -52.3% |
| 3Y | -18.4% | +269.4% | -287.9% | -42.2% |
| 5Y | -71.6% | +303.6% | -375.2% | -80.9% |
| All | -74.3% | +287.2% | -361.5% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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