-65.7%
MRNA vs EXEL
+180.6%
-246.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +6.4% |
| 7D | -1.1% | -4.9% | +3.8% | +1.0% |
| 30D | +126.1% | +11.4% | +114.7% | +119.0% |
| 3M | +190.0% | +4.9% | +185.1% | +187.5% |
| 6M | +157.2% | +34.4% | +122.8% | +135.4% |
| YTD | +388.2% | +28.0% | +360.2% | +353.2% |
| 1Y | +467.0% | +43.6% | +423.4% | +407.0% |
| 3Y | +36.1% | +155.2% | -119.1% | -2.6% |
| All | -65.7% | +180.6% | -246.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling