+152.7%
AMGN vs MRNA
+521.0%
-368.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.3% |
| 7D | -13.9% | -8.2% | -5.7% | -13.5% |
| 30D | -7.1% | +125.6% | -132.7% | -13.7% |
| 3M | +13.9% | +197.1% | -183.2% | +3.6% |
| 6M | +3.2% | +148.5% | -145.2% | -5.2% |
| YTD | +19.2% | +363.3% | -344.0% | +5.0% |
| 1Y | +41.1% | +462.0% | -420.9% | +22.5% |
| 3Y | +61.3% | +26.9% | +34.4% | +48.1% |
| 5Y | +109.1% | -69.6% | +178.7% | +100.4% |
| All | +152.7% | +521.0% | -368.3% | +97.1% |
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