+36.1%
MRNA vs EXEL
+154.7%
-118.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +6.4% |
| 7D | -1.1% | -4.9% | +3.8% | +1.1% |
| 30D | +126.1% | +11.4% | +114.7% | +119.0% |
| 3M | +190.0% | +4.9% | +185.1% | +187.3% |
| 6M | +157.2% | +34.4% | +122.8% | +137.0% |
| YTD | +388.2% | +28.0% | +360.2% | +355.2% |
| 1Y | +467.0% | +43.6% | +423.4% | +413.8% |
| 3Y | +36.1% | +155.2% | -119.1% | +3.8% |
| All | +36.1% | +154.7% | -118.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling