+46.7%
REGN vs GRAB
-30.1%
+76.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +4.2% | -5.3% | +9.5% | +4.5% |
| 30D | +7.8% | -8.6% | +16.4% | +8.3% |
| 3M | +31.8% | -1.2% | +33.0% | +31.9% |
| 6M | +5.4% | -16.6% | +22.0% | +4.8% |
| YTD | +7.7% | -31.5% | +39.1% | +5.1% |
| 1Y | +46.7% | -32.3% | +79.0% | +40.8% |
| All | +46.7% | -30.1% | +76.7% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling