+1,017.7%
LLY vs MRNA
+561.6%
+456.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | -2.1% | +5.5% | -7.6% | -2.4% |
| 30D | -1.6% | +158.7% | -160.3% | -8.6% |
| 3M | +2.3% | +182.1% | -179.8% | -5.7% |
| 6M | +14.9% | +151.8% | -136.9% | +6.4% |
| YTD | +7.5% | +393.6% | -386.1% | -4.2% |
| 1Y | +55.7% | +499.5% | -443.8% | +37.0% |
| 3Y | +110.6% | +29.3% | +81.3% | +94.0% |
| 5Y | +363.4% | -65.1% | +428.5% | +344.3% |
| All | +1,017.7% | +561.6% | +456.1% | +771.9% |
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