+300.2%
ABBV vs MRNA
+516.4%
-216.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.0% |
| 7D | -4.1% | -10.1% | +5.9% | -3.8% |
| 30D | +1.2% | +126.7% | -125.5% | -3.2% |
| 3M | +12.1% | +184.1% | -172.0% | +6.1% |
| 6M | +12.0% | +143.3% | -131.3% | +6.5% |
| YTD | +12.4% | +359.9% | -347.4% | +4.1% |
| 1Y | +22.9% | +454.2% | -431.2% | +12.9% |
| 3Y | +86.8% | +26.0% | +60.8% | +75.6% |
| 5Y | +181.0% | -70.3% | +251.3% | +168.9% |
| All | +300.2% | +516.4% | -216.2% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling