+629.1%
MRNA vs EXEL
+178.4%
+450.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | -10.1% | -0.3% | -9.7% | -10.0% |
| 30D | +126.7% | +10.1% | +116.6% | +121.7% |
| 3M | +184.1% | +10.1% | +174.0% | +178.6% |
| 6M | +143.3% | +37.7% | +105.6% | +125.4% |
| YTD | +359.9% | +33.1% | +326.8% | +329.6% |
| 1Y | +454.2% | +52.4% | +401.8% | +399.9% |
| 3Y | +26.0% | +163.8% | -137.8% | -2.5% |
| 5Y | -70.3% | +198.5% | -268.8% | -77.9% |
| All | +629.1% | +178.4% | +450.7% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling