+499.5%
MRNA vs ADSK
-31.6%
+531.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.0% | +1.2% |
| 7D | +5.5% | -16.4% | +21.9% | +13.3% |
| 30D | +158.7% | -9.2% | +168.0% | +169.6% |
| 3M | +182.1% | -6.7% | +188.9% | +189.3% |
| 6M | +151.8% | -15.5% | +167.3% | +168.4% |
| YTD | +393.6% | -26.4% | +419.9% | +473.7% |
| 1Y | +499.5% | -31.9% | +531.4% | +639.1% |
| All | +499.5% | -31.6% | +531.1% | +639.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling