+30.4%
MRNA vs ILMN
+37.1%
-6.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -1.2% |
| 7D | -9.0% | +1.9% | -10.9% | -10.5% |
| 30D | +137.2% | +12.3% | +124.9% | +122.9% |
| 3M | +194.8% | +33.5% | +161.3% | +153.1% |
| 6M | +167.2% | +69.4% | +97.8% | +102.9% |
| YTD | +375.9% | +60.9% | +314.9% | +270.9% |
| 1Y | +465.2% | +115.0% | +350.2% | +276.9% |
| 3Y | +30.4% | +37.0% | -6.6% | +4.4% |
| All | +30.4% | +37.1% | -6.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling