+116.3%
IBM vs MRNA
-70.5%
+186.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | -0.3% | -8.2% | +7.9% | -0.1% |
| 30D | -1.8% | +125.6% | -127.4% | -6.4% |
| 3M | -13.5% | +197.1% | -210.5% | -19.0% |
| 6M | -5.1% | +148.5% | -153.6% | -10.4% |
| YTD | -19.4% | +363.3% | -382.7% | -26.9% |
| 1Y | -6.5% | +462.0% | -468.5% | -16.5% |
| 3Y | +73.8% | +26.9% | +46.9% | +63.6% |
| 5Y | +116.3% | -69.6% | +185.9% | +95.7% |
| All | +116.3% | -70.5% | +186.8% | +95.7% |
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 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