+654.5%
MRNA vs BP
+70.3%
+584.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.6% |
| 7D | -9.0% | +0.9% | -10.0% | -9.0% |
| 30D | +137.2% | +9.1% | +128.0% | +137.1% |
| 3M | +194.8% | +3.9% | +190.9% | +195.0% |
| 6M | +167.2% | +13.6% | +153.6% | +166.6% |
| YTD | +375.9% | +34.0% | +341.8% | +372.9% |
| 1Y | +465.2% | +39.2% | +426.0% | +461.0% |
| 3Y | +30.4% | +36.4% | -6.0% | +28.2% |
| 5Y | -66.8% | +135.8% | -202.6% | -65.4% |
| All | +654.5% | +70.3% | +584.2% | +835.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling