+32.2%
CVS vs MRNA
-67.9%
+100.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.0% | -0.7% |
| 7D | -2.2% | -1.1% | -1.1% | -2.1% |
| 30D | -0.1% | +126.1% | -126.2% | -1.8% |
| 3M | -5.2% | +190.0% | -195.2% | -8.1% |
| 6M | +26.9% | +157.2% | -130.3% | +23.4% |
| YTD | +22.1% | +388.2% | -366.1% | +15.7% |
| 1Y | +30.8% | +467.0% | -436.2% | +23.0% |
| 3Y | +54.4% | +36.1% | +18.3% | +50.8% |
| All | +32.2% | -67.9% | +100.1% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling