+674.0%
MRNA vs IDXX
+154.4%
+519.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.7% | +5.5% |
| 7D | -1.1% | -5.7% | +4.6% | +1.4% |
| 30D | +126.1% | -11.5% | +137.7% | +139.3% |
| 3M | +190.0% | -9.5% | +199.6% | +202.5% |
| 6M | +157.2% | -16.0% | +173.2% | +176.0% |
| YTD | +388.2% | -25.4% | +413.6% | +449.0% |
| 1Y | +467.0% | -21.8% | +488.8% | +519.9% |
| 3Y | +36.1% | +7.0% | +29.0% | +24.2% |
| 5Y | -68.0% | -26.0% | -42.0% | -68.4% |
| All | +674.0% | +154.4% | +519.6% | +403.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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