+112.1%
JNJ vs GRAB
-74.4%
+186.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.8% |
| 7D | -3.0% | -13.9% | +10.9% | -3.0% |
| 30D | +2.5% | -17.2% | +19.7% | +2.4% |
| 3M | +13.2% | -7.9% | +21.1% | +13.2% |
| 6M | +11.3% | -23.2% | +34.5% | +11.1% |
| YTD | +31.1% | -39.1% | +70.2% | +30.8% |
| 1Y | +54.3% | -42.5% | +96.9% | +53.9% |
| 3Y | +81.1% | -18.3% | +99.4% | +81.0% |
| 5Y | +82.7% | -71.7% | +154.4% | +80.8% |
| All | +112.1% | -74.4% | +186.6% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling