-65.7%
MRNA vs BP
+138.6%
-204.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.3% | +5.4% |
| 7D | -1.1% | +5.2% | -6.3% | -1.7% |
| 30D | +126.1% | +8.7% | +117.4% | +123.9% |
| 3M | +190.0% | +9.3% | +180.7% | +186.5% |
| 6M | +157.2% | +13.6% | +143.7% | +151.4% |
| YTD | +388.2% | +37.7% | +350.5% | +361.0% |
| 1Y | +467.0% | +40.6% | +426.4% | +432.0% |
| 3Y | +36.1% | +40.3% | -4.3% | +24.8% |
| All | -65.7% | +138.6% | -204.3% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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