+129.7%
VRTX vs GRAB
-72.7%
+202.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -3.0% |
| 7D | -3.4% | -6.1% | +2.6% | -3.2% |
| 30D | +6.6% | -11.2% | +17.8% | +7.0% |
| 3M | +19.4% | -2.4% | +21.8% | +19.5% |
| 6M | +15.8% | -18.3% | +34.2% | +16.4% |
| YTD | +16.7% | -34.9% | +51.5% | +17.9% |
| 1Y | +33.8% | -37.4% | +71.2% | +35.3% |
| 3Y | +54.2% | -12.6% | +66.8% | +53.8% |
| 5Y | +176.4% | -69.7% | +246.1% | +166.2% |
| All | +129.7% | -72.7% | +202.3% | +118.7% |
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