+21.5%
BSX vs MRNA
+521.0%
-499.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.2% |
| 7D | -8.2% | -8.2% | 0.0% | -8.0% |
| 30D | -15.8% | +125.6% | -141.4% | -18.7% |
| 3M | -10.8% | +197.1% | -207.9% | -14.6% |
| 6M | -38.4% | +148.5% | -186.9% | -40.8% |
| YTD | -54.8% | +363.3% | -418.1% | -57.3% |
| 1Y | -59.0% | +462.0% | -521.0% | -61.6% |
| 3Y | -20.0% | +26.9% | -46.9% | -23.1% |
| 5Y | -3.1% | -69.6% | +66.5% | -5.7% |
| All | +21.5% | +521.0% | -499.5% | +5.3% |
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