+674.0%
MRNA vs IBB
+94.8%
+579.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.2% | +5.1% |
| 7D | -1.1% | -4.2% | +3.2% | +6.5% |
| 30D | +126.1% | +1.1% | +125.0% | +142.6% |
| 3M | +190.0% | +19.0% | +171.0% | +148.8% |
| 6M | +157.2% | +18.9% | +138.4% | +122.4% |
| YTD | +388.2% | +20.3% | +367.9% | +319.7% |
| 1Y | +467.0% | +41.5% | +425.6% | +293.7% |
| 3Y | +36.1% | +60.3% | -24.2% | -16.0% |
| 5Y | -68.0% | +18.7% | -86.7% | -69.8% |
| All | +674.0% | +94.8% | +579.2% | +437.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling