+174.5%
DXCM vs MRNA
+915.3%
-740.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.6% |
| 7D | +4.9% | -12.1% | +17.1% | +5.8% |
| 30D | -0.2% | -1.3% | +1.1% | -0.3% |
| 3M | -8.9% | +250.9% | -259.8% | -21.1% |
| 6M | +42.3% | +343.0% | -300.7% | +18.8% |
| YTD | +25.6% | +657.4% | -631.9% | -2.4% |
| 1Y | +39.5% | +794.9% | -755.4% | +6.1% |
| 3Y | -15.3% | +218.1% | -233.4% | -31.2% |
| 5Y | -48.4% | -3.4% | -45.1% | -53.7% |
| All | +174.5% | +915.3% | -740.8% | +111.7% |
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