+20.5%
BMY vs MRNA
+34.8%
-14.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.4% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | -0.1% | +126.1% | -126.2% | -5.8% |
| 3M | +13.1% | +190.0% | -176.9% | +3.5% |
| 6M | +8.4% | +157.2% | -148.8% | 0.0% |
| YTD | +22.0% | +388.2% | -366.2% | +4.5% |
| 1Y | +40.3% | +467.0% | -426.7% | +17.8% |
| 3Y | +20.5% | +36.1% | -15.6% | -0.5% |
| All | +20.5% | +34.8% | -14.3% | -0.5% |
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