+26.8%
AZN vs MRNA
+34.8%
-8.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.0% | +0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | +1.1% | +126.1% | -125.1% | -4.8% |
| 3M | -12.1% | +190.0% | -202.2% | -19.3% |
| 6M | -17.1% | +157.2% | -174.4% | -23.4% |
| YTD | -12.0% | +388.2% | -400.2% | -24.1% |
| 1Y | -0.2% | +467.0% | -467.3% | -15.7% |
| 3Y | +26.8% | +36.1% | -9.3% | +15.2% |
| All | +26.8% | +34.8% | -8.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling