+67.8%
ABT vs MRNA
+554.4%
-486.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -1.6% |
| 7D | -5.9% | -1.1% | -4.8% | -5.9% |
| 30D | -8.1% | +126.1% | -134.2% | -13.7% |
| 3M | +14.5% | +190.0% | -175.5% | +5.4% |
| 6M | -6.3% | +157.2% | -163.5% | -13.3% |
| YTD | -17.1% | +388.2% | -405.3% | -27.0% |
| 1Y | -21.4% | +467.0% | -488.4% | -31.7% |
| 3Y | +5.9% | +36.1% | -30.2% | -1.0% |
| 5Y | -12.8% | -68.0% | +55.2% | -13.0% |
| All | +67.8% | +554.4% | -486.6% | +34.9% |
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 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