+422.6%
JCI vs MRNA
+516.4%
-93.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | +4.1% | -10.1% | +14.2% | +4.3% |
| 30D | -3.8% | +126.7% | -130.6% | -7.0% |
| 3M | -1.6% | +184.1% | -185.8% | -6.4% |
| 6M | +9.5% | +143.3% | -133.8% | +4.9% |
| YTD | +21.7% | +359.9% | -338.1% | +12.6% |
| 1Y | +37.1% | +454.2% | -417.0% | +25.3% |
| 3Y | +165.2% | +26.0% | +139.2% | +154.9% |
| 5Y | +110.3% | -70.3% | +180.5% | +101.7% |
| All | +422.6% | +516.4% | -93.8% | +404.0% |
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