+992.0%
LLY vs MRNA
+521.0%
+471.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | -3.2% | -8.2% | +5.1% | -2.8% |
| 30D | -7.4% | +125.6% | -133.0% | -13.4% |
| 3M | -1.0% | +197.1% | -198.1% | -9.1% |
| 6M | +12.5% | +148.5% | -136.0% | +4.2% |
| YTD | +5.0% | +363.3% | -358.3% | -6.2% |
| 1Y | +49.8% | +462.0% | -412.2% | +32.2% |
| 3Y | +95.5% | +26.9% | +68.6% | +80.1% |
| 5Y | +390.7% | -69.6% | +460.3% | +373.7% |
| All | +992.0% | +521.0% | +471.0% | +754.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling