+654.5%
MRNA vs IBB
+99.0%
+555.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | +0.1% |
| 7D | -9.0% | -1.7% | -7.4% | -6.5% |
| 30D | +137.2% | +4.9% | +132.3% | +140.1% |
| 3M | +194.8% | +24.2% | +170.6% | +137.0% |
| 6M | +167.2% | +23.8% | +143.4% | +116.7% |
| YTD | +375.9% | +23.0% | +352.9% | +294.4% |
| 1Y | +465.2% | +46.2% | +419.0% | +272.6% |
| 3Y | +30.4% | +64.8% | -34.4% | -23.1% |
| 5Y | -66.8% | +20.9% | -87.7% | -69.7% |
| All | +654.5% | +99.0% | +555.4% | +405.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling