+77.8%
JNJ vs GRAB
-18.7%
+96.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -3.5% | -10.8% | +7.3% | -3.6% |
| 30D | +2.3% | -15.5% | +17.8% | +2.1% |
| 3M | +12.0% | -9.0% | +20.9% | +11.9% |
| 6M | +10.5% | -21.6% | +32.1% | +10.3% |
| YTD | +30.4% | -38.9% | +69.3% | +30.0% |
| 1Y | +52.1% | -44.8% | +97.0% | +51.5% |
| 3Y | +77.8% | -18.4% | +96.3% | +75.0% |
| All | +77.8% | -18.7% | +96.5% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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