+126.5%
JNJ vs MRNA
+521.0%
-394.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -4.3% | -8.2% | +3.9% | -4.2% |
| 30D | +3.0% | +125.6% | -122.5% | -0.2% |
| 3M | +12.2% | +197.1% | -184.8% | +7.6% |
| 6M | +10.5% | +148.5% | -138.0% | +6.4% |
| YTD | +30.8% | +363.3% | -332.5% | +23.2% |
| 1Y | +54.9% | +462.0% | -407.1% | +44.7% |
| 3Y | +80.7% | +26.9% | +53.7% | +74.6% |
| 5Y | +83.4% | -69.6% | +153.0% | +82.5% |
| All | +126.5% | +521.0% | -394.5% | +88.9% |
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