+1,297.6%
LLY vs MRNA
+1,030.4%
+267.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +1.4% | -3.8% | +5.1% | +1.5% |
| 30D | +21.5% | +16.4% | +5.2% | +20.5% |
| 3M | +18.5% | +310.6% | -292.1% | +7.6% |
| 6M | +49.1% | +370.3% | -321.2% | +34.0% |
| YTD | +34.4% | +743.3% | -708.9% | +16.7% |
| 1Y | +46.3% | +841.7% | -795.4% | +26.1% |
| 3Y | +145.5% | +255.0% | -109.5% | +115.6% |
| 5Y | +472.7% | +10.1% | +462.6% | +420.9% |
| All | +1,297.6% | +1,030.4% | +267.2% | +962.3% |
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