+235.2%
HCA vs MRNA
+554.4%
-319.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +1.3% |
| 7D | +5.4% | -1.1% | +6.5% | +5.4% |
| 30D | +3.0% | +126.1% | -123.1% | +1.8% |
| 3M | +13.0% | +190.0% | -177.0% | +11.2% |
| 6M | -20.3% | +157.2% | -177.5% | -21.4% |
| YTD | -8.2% | +388.2% | -396.4% | -10.7% |
| 1Y | +6.7% | +467.0% | -460.3% | +3.4% |
| 3Y | +60.4% | +36.1% | +24.3% | +58.0% |
| 5Y | +73.4% | -68.0% | +141.4% | +67.9% |
| All | +235.2% | +554.4% | -319.2% | +258.2% |
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