+65.3%
CVS vs MRNA
+516.4%
-451.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.7% |
| 7D | -1.9% | -10.1% | +8.2% | -1.8% |
| 30D | -0.3% | +126.7% | -127.0% | -2.7% |
| 3M | -1.1% | +184.1% | -185.2% | -4.4% |
| 6M | +23.7% | +143.3% | -119.6% | +20.1% |
| YTD | +23.0% | +359.9% | -336.9% | +16.9% |
| 1Y | +37.2% | +454.2% | -417.0% | +29.4% |
| 3Y | +62.4% | +26.0% | +36.5% | +58.2% |
| 5Y | +31.8% | -70.3% | +102.1% | +31.4% |
| All | +65.3% | +516.4% | -451.1% | +42.3% |
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