-70.3%
MRNA vs ABCL
-39.4%
-30.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.9% |
| 7D | -10.1% | -2.7% | -7.4% | -9.0% |
| 30D | +126.7% | +18.3% | +108.4% | +118.3% |
| 3M | +184.1% | +108.5% | +75.6% | +116.7% |
| 6M | +143.3% | +213.9% | -70.6% | +56.4% |
| YTD | +359.9% | +223.1% | +136.8% | +186.8% |
| 1Y | +454.2% | +160.6% | +293.6% | +267.3% |
| 3Y | +26.0% | +104.3% | -78.3% | -17.4% |
| 5Y | -70.3% | -40.0% | -30.2% | -68.7% |
| All | -70.3% | -39.4% | -30.8% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling