+53.5%
REGN vs GRAB
-74.3%
+127.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | -5.6% | -10.8% | +5.2% | -5.3% |
| 30D | -2.0% | -15.5% | +13.6% | -1.5% |
| 3M | +28.0% | -9.0% | +36.9% | +28.3% |
| 6M | +1.2% | -21.6% | +22.7% | +1.8% |
| YTD | +1.6% | -38.9% | +40.5% | +2.8% |
| 1Y | +38.2% | -44.8% | +83.1% | +40.0% |
| 3Y | -5.4% | -18.4% | +13.1% | -5.4% |
| 5Y | +21.3% | -71.6% | +92.9% | +19.2% |
| All | +53.5% | -74.3% | +127.8% | +43.6% |
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