+70.1%
ABT vs MRNA
+521.0%
-450.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -5.0% | -8.2% | +3.2% | -4.7% |
| 30D | -5.8% | +125.6% | -131.4% | -11.7% |
| 3M | +16.7% | +197.1% | -180.3% | +7.1% |
| 6M | -5.2% | +148.5% | -153.7% | -12.3% |
| YTD | -16.0% | +363.3% | -379.2% | -25.8% |
| 1Y | -18.3% | +462.0% | -480.2% | -29.1% |
| 3Y | +9.2% | +26.9% | -17.7% | +2.4% |
| 5Y | -11.6% | -69.6% | +58.0% | -11.6% |
| All | +70.1% | +521.0% | -450.9% | +37.0% |
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