+65.7%
AMGN vs MRNA
+945.0%
-879.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.1% | -9.4% | +3.3% |
| 7D | +5.9% | +20.6% | -14.7% | +5.2% |
| 30D | +18.7% | +27.1% | -8.4% | +17.6% |
| 3M | +23.4% | +353.4% | -330.0% | +14.0% |
| 6M | +49.7% | +446.3% | -396.5% | +33.4% |
| YTD | +49.2% | +776.2% | -727.0% | +26.9% |
| 1Y | +65.7% | +987.9% | -922.2% | +35.9% |
| All | +65.7% | +945.0% | -879.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling