+1,143.8%
MRNA vs ILMN
-34.9%
+1,178.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.6% | -5.4% | -6.1% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | +7.0% | -22.7% | +29.7% | +20.8% |
| 3M | +263.4% | +8.6% | +254.7% | +249.7% |
| 6M | +334.3% | +43.8% | +290.5% | +269.5% |
| YTD | +684.5% | +59.8% | +624.7% | +536.5% |
| 1Y | +766.2% | +71.8% | +694.4% | +584.3% |
| 3Y | +230.3% | +119.0% | +111.3% | +126.4% |
| 5Y | +0.1% | -43.8% | +43.9% | +8.1% |
| All | +1,143.8% | -34.9% | +1,178.7% | +1,258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling