+674.0%
MRNA vs DGX
+210.6%
+463.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +126.1% | -1.2% | +127.3% | +128.0% |
| 3M | +190.0% | +15.8% | +174.3% | +180.1% |
| 6M | +157.2% | +18.2% | +139.1% | +146.7% |
| YTD | +388.2% | +37.2% | +351.0% | +348.1% |
| 1Y | +467.0% | +30.4% | +436.7% | +426.8% |
| 3Y | +36.1% | +96.7% | -60.6% | +11.1% |
| 5Y | -68.0% | +67.2% | -135.1% | -73.0% |
| All | +674.0% | +210.6% | +463.4% | +512.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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