+234.3%
ALNY vs MRNA
+554.4%
-320.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | 0.0% |
| 7D | -6.5% | -1.1% | -5.5% | -6.5% |
| 30D | +11.0% | +126.1% | -115.1% | -3.9% |
| 3M | -14.1% | +190.0% | -204.1% | -28.8% |
| 6M | -22.4% | +157.2% | -179.6% | -34.9% |
| YTD | -37.5% | +388.2% | -425.7% | -52.2% |
| 1Y | -46.9% | +467.0% | -514.0% | -60.6% |
| 3Y | +22.1% | +36.1% | -14.0% | +4.5% |
| 5Y | +31.2% | -68.0% | +99.2% | +26.8% |
| All | +234.3% | +554.4% | -320.1% | +115.2% |
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