+682.5%
MRNA vs ILMN
-32.2%
+714.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.4% |
| 7D | +5.5% | +1.2% | +4.3% | +4.5% |
| 30D | +158.7% | +9.2% | +149.6% | +149.7% |
| 3M | +182.1% | +29.8% | +152.3% | +152.6% |
| 6M | +151.8% | +69.2% | +82.6% | +100.7% |
| YTD | +393.6% | +66.4% | +327.2% | +296.1% |
| 1Y | +499.5% | +123.4% | +376.1% | +319.7% |
| 3Y | +29.3% | +33.2% | -3.9% | +7.3% |
| 5Y | -65.1% | -52.0% | -13.1% | -60.5% |
| All | +682.5% | -32.2% | +714.8% | +745.2% |
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