+674.0%
MRNA vs NVS
+136.7%
+537.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.6% |
| 7D | -1.1% | -14.3% | +13.2% | +9.7% |
| 30D | +126.1% | -10.0% | +136.1% | +149.1% |
| 3M | +190.0% | -10.9% | +200.9% | +220.8% |
| 6M | +157.2% | -12.0% | +169.2% | +186.1% |
| YTD | +388.2% | +2.5% | +385.7% | +404.2% |
| 1Y | +467.0% | +10.7% | +456.4% | +465.3% |
| 3Y | +36.1% | +53.3% | -17.2% | +17.6% |
| 5Y | -68.0% | +93.6% | -161.6% | -74.8% |
| All | +674.0% | +136.7% | +537.3% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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