+36.1%
MRNA vs FSLY
+1.6%
+34.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.3% |
| 7D | -1.1% | +12.5% | -13.6% | -1.4% |
| 30D | +126.1% | -18.8% | +144.9% | +128.1% |
| 3M | +190.0% | +22.7% | +167.4% | +178.9% |
| 6M | +157.2% | -3.7% | +160.9% | +145.8% |
| YTD | +388.2% | +127.5% | +260.7% | +309.7% |
| 1Y | +467.0% | +193.5% | +273.5% | +348.7% |
| 3Y | +36.1% | -1.3% | +37.4% | +10.2% |
| All | +36.1% | +1.6% | +34.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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