+629.1%
MRNA vs ELV
+53.9%
+575.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -10.1% | -2.2% | -7.9% | -9.9% |
| 30D | +126.7% | -0.2% | +126.9% | +126.8% |
| 3M | +184.1% | -6.1% | +190.2% | +185.7% |
| 6M | +143.3% | +42.8% | +100.5% | +133.9% |
| YTD | +359.9% | +14.4% | +345.5% | +351.5% |
| 1Y | +454.2% | +28.6% | +425.6% | +438.5% |
| 3Y | +26.0% | -7.4% | +33.4% | +24.4% |
| 5Y | -70.3% | +14.5% | -84.7% | -70.6% |
| All | +629.1% | +53.9% | +575.2% | +598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling