-11.3%
ABT vs MRNA
-67.9%
+56.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -1.5% |
| 7D | -5.9% | -1.1% | -4.8% | -5.9% |
| 30D | -8.1% | +126.1% | -134.2% | -12.7% |
| 3M | +14.5% | +190.0% | -175.5% | +6.5% |
| 6M | -6.3% | +157.2% | -163.5% | -12.4% |
| YTD | -17.1% | +388.2% | -405.3% | -26.7% |
| 1Y | -21.4% | +467.0% | -488.4% | -31.7% |
| 3Y | +5.9% | +36.1% | -30.2% | +0.8% |
| All | -11.3% | -67.9% | +56.6% | -9.9% |
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