+674.0%
MRNA vs JBLU
-76.0%
+750.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -1.1% | -5.0% | +3.9% | -0.6% |
| 30D | +126.1% | -23.9% | +150.0% | +132.1% |
| 3M | +190.0% | -11.6% | +201.7% | +192.7% |
| 6M | +157.2% | -0.2% | +157.5% | +155.5% |
| YTD | +388.2% | -3.3% | +391.5% | +385.8% |
| 1Y | +467.0% | -15.4% | +482.4% | +469.6% |
| 3Y | +36.1% | -14.7% | +50.8% | +34.0% |
| 5Y | -68.0% | -70.0% | +2.1% | -69.8% |
| All | +674.0% | -76.0% | +750.0% | +623.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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