+187.4%
ABBV vs MRNA
-67.9%
+255.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.7% |
| 7D | +0.3% | -1.1% | +1.3% | +0.3% |
| 30D | +3.4% | +126.1% | -122.8% | -1.4% |
| 3M | +15.2% | +190.0% | -174.8% | +8.1% |
| 6M | +14.7% | +157.2% | -142.5% | +8.1% |
| YTD | +15.2% | +388.2% | -373.0% | +4.4% |
| 1Y | +20.4% | +467.0% | -446.7% | +8.0% |
| 3Y | +91.3% | +36.1% | +55.3% | +75.5% |
| All | +187.4% | -67.9% | +255.3% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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