+30.4%
MRNA vs ABCL
+105.4%
-75.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -9.0% | +1.4% | -10.5% | -9.6% |
| 30D | +137.2% | +65.1% | +72.1% | +101.9% |
| 3M | +194.8% | +111.1% | +83.7% | +130.7% |
| 6M | +167.2% | +231.6% | -64.4% | +77.2% |
| YTD | +375.9% | +234.5% | +141.4% | +209.5% |
| 1Y | +465.2% | +174.3% | +290.8% | +286.0% |
| 3Y | +30.4% | +111.5% | -81.1% | -2.0% |
| All | +30.4% | +105.4% | -75.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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