+674.0%
MRNA vs CGNX
+58.4%
+615.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +4.1% |
| 7D | -1.1% | +3.2% | -4.3% | -2.0% |
| 30D | +126.1% | +6.0% | +120.1% | +119.7% |
| 3M | +190.0% | +3.5% | +186.5% | +180.7% |
| 6M | +157.2% | +26.3% | +130.9% | +131.2% |
| YTD | +388.2% | +79.2% | +309.0% | +273.2% |
| 1Y | +467.0% | +43.8% | +423.2% | +363.2% |
| 3Y | +36.1% | +52.0% | -15.9% | +6.2% |
| 5Y | -68.0% | -24.0% | -43.9% | -69.7% |
| All | +674.0% | +58.4% | +615.7% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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