+92.7%
LLY vs MRNA
+27.0%
+65.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -3.1% | -10.1% | +7.0% | -2.7% |
| 30D | -8.6% | +126.7% | -135.3% | -14.0% |
| 3M | -1.6% | +184.1% | -185.8% | -9.1% |
| 6M | +11.8% | +143.3% | -131.5% | +4.2% |
| YTD | +5.1% | +359.9% | -354.7% | -6.2% |
| 1Y | +50.7% | +454.2% | -403.5% | +32.6% |
| All | +92.7% | +27.0% | +65.7% | +71.0% |
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 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