+172.9%
VRTX vs GRAB
-72.0%
+244.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -7.8% | -12.0% | +4.2% | -7.5% |
| 30D | -2.8% | -19.5% | +16.7% | -2.3% |
| 3M | +18.1% | -8.0% | +26.0% | +18.3% |
| 6M | +3.1% | -22.2% | +25.3% | +3.7% |
| YTD | +13.5% | -39.7% | +53.2% | +14.8% |
| 1Y | +32.4% | -43.2% | +75.6% | +34.1% |
| 3Y | +50.0% | -19.1% | +69.1% | +50.0% |
| 5Y | +172.9% | -72.0% | +244.9% | +150.6% |
| All | +172.9% | -72.0% | +244.9% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling