+23.7%
CVS vs MRNA
+154.4%
-130.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.7% |
| 7D | -1.9% | -10.1% | +8.2% | -2.0% |
| 30D | -0.3% | +126.7% | -127.0% | +0.8% |
| 3M | -1.1% | +184.1% | -185.2% | -3.5% |
| 6M | +23.7% | +143.3% | -119.6% | +21.3% |
| All | +23.7% | +154.4% | -130.7% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling