-65.7%
MRNA vs BAX
-68.1%
+2.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +6.0% |
| 7D | -1.1% | -7.9% | +6.8% | +1.9% |
| 30D | +126.1% | -11.7% | +137.8% | +137.3% |
| 3M | +190.0% | +16.2% | +173.8% | +180.1% |
| 6M | +157.2% | +32.0% | +125.3% | +138.7% |
| YTD | +388.2% | +24.7% | +363.5% | +356.3% |
| 1Y | +467.0% | -2.6% | +469.7% | +462.8% |
| 3Y | +36.1% | -35.0% | +71.1% | +48.7% |
| All | -65.7% | -68.1% | +2.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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