-38.5%
DXCM vs MRNA
-67.9%
+29.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.1% | -2.1% |
| 7D | -5.5% | -1.1% | -4.5% | -5.5% |
| 30D | -8.6% | +126.1% | -134.7% | -17.7% |
| 3M | +10.3% | +190.0% | -179.7% | -5.5% |
| 6M | +25.2% | +157.2% | -132.0% | +8.8% |
| YTD | +25.1% | +388.2% | -363.1% | -2.9% |
| 1Y | +9.2% | +467.0% | -457.8% | -17.9% |
| 3Y | -22.6% | +36.1% | -58.7% | -31.8% |
| All | -38.5% | -67.9% | +29.3% | -39.5% |
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