-70.3%
MRNA vs ALK
-28.1%
-42.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.1% |
| 7D | -10.1% | -3.0% | -7.1% | -9.4% |
| 30D | +126.7% | -14.6% | +141.3% | +136.5% |
| 3M | +184.1% | -10.6% | +194.7% | +191.1% |
| 6M | +143.3% | -6.7% | +150.0% | +143.4% |
| YTD | +359.9% | -19.8% | +379.6% | +375.2% |
| 1Y | +454.2% | -35.2% | +489.4% | +508.8% |
| 3Y | +26.0% | +1.4% | +24.6% | +13.8% |
| 5Y | -70.3% | -30.7% | -39.6% | -74.3% |
| All | -70.3% | -28.1% | -42.2% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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