+0.1%
MRNA vs ALK
-31.3%
+31.3%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.8% | -2.1% | -5.5% |
| 7D | -4.2% | +0.9% | -5.1% | -4.3% |
| 30D | +7.0% | +3.3% | +3.7% | +5.8% |
| 3M | +263.4% | -17.6% | +280.9% | +284.0% |
| 6M | +334.3% | +0.8% | +333.5% | +325.3% |
| YTD | +684.5% | -22.4% | +706.9% | +719.6% |
| 1Y | +766.2% | -10.1% | +776.2% | +760.8% |
| 3Y | +230.3% | +14.0% | +216.3% | +175.8% |
| 5Y | +0.1% | -29.8% | +29.9% | -7.8% |
| All | +0.1% | -31.3% | +31.3% | -7.8% |
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