+60.6%
BMY vs MRNA
+554.4%
-493.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.3% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | -0.1% | +126.1% | -126.2% | -5.0% |
| 3M | +13.1% | +190.0% | -176.9% | +6.2% |
| 6M | +8.4% | +157.2% | -148.8% | +2.1% |
| YTD | +22.0% | +388.2% | -366.2% | +11.4% |
| 1Y | +40.3% | +467.0% | -426.7% | +27.2% |
| 3Y | +20.5% | +36.1% | -15.6% | +12.3% |
| 5Y | +23.7% | -68.0% | +91.7% | +17.3% |
| All | +60.6% | +554.4% | -493.8% | +32.0% |
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