-65.7%
MRNA vs ELV
+25.1%
-90.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -1.1% | +3.2% | -4.3% | -1.7% |
| 30D | +126.1% | +5.4% | +120.8% | +123.8% |
| 3M | +190.0% | +5.4% | +184.7% | +186.4% |
| 6M | +157.2% | +45.7% | +111.5% | +137.6% |
| YTD | +388.2% | +21.2% | +367.0% | +365.5% |
| 1Y | +467.0% | +35.6% | +431.4% | +429.5% |
| 3Y | +36.1% | -2.0% | +38.1% | +31.0% |
| All | -65.7% | +25.1% | -90.8% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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