+634.5%
MRNA vs ILMN
-37.5%
+672.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.7% |
| 7D | -8.2% | -9.2% | +1.0% | -3.5% |
| 30D | +125.6% | +4.4% | +121.2% | +123.9% |
| 3M | +197.1% | +23.9% | +173.2% | +173.3% |
| 6M | +148.5% | +64.5% | +84.0% | +101.9% |
| YTD | +363.3% | +53.5% | +309.8% | +287.8% |
| 1Y | +462.0% | +110.8% | +351.2% | +306.4% |
| 3Y | +26.9% | +30.7% | -3.7% | +7.3% |
| 5Y | -69.6% | -54.8% | -14.8% | -64.3% |
| All | +634.5% | -37.5% | +672.0% | +727.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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