+77.8%
JNJ vs MRNA
+34.8%
+43.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -3.5% | -1.1% | -2.4% | -3.5% |
| 30D | +2.3% | +126.1% | -123.8% | +0.4% |
| 3M | +12.0% | +190.0% | -178.0% | +8.9% |
| 6M | +10.5% | +157.2% | -146.8% | +7.7% |
| YTD | +30.4% | +388.2% | -357.8% | +23.6% |
| 1Y | +52.1% | +467.0% | -414.9% | +43.0% |
| 3Y | +77.8% | +36.1% | +41.7% | +65.4% |
| All | +77.8% | +34.8% | +43.0% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling