+376.7%
HPE vs MRNA
+521.0%
-144.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -7.0% | -6.3% |
| 7D | +1.4% | -8.2% | +9.7% | +1.7% |
| 30D | +1.5% | +125.6% | -124.0% | -3.7% |
| 3M | +21.7% | +197.1% | -175.3% | +12.6% |
| 6M | +164.2% | +148.5% | +15.7% | +147.1% |
| YTD | +132.1% | +363.3% | -231.2% | +106.8% |
| 1Y | +130.6% | +462.0% | -331.3% | +102.1% |
| 3Y | +244.1% | +26.9% | +217.2% | +222.0% |
| 5Y | +340.8% | -69.6% | +410.4% | +318.0% |
| All | +376.7% | +521.0% | -144.3% | +315.8% |
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