-65.7%
MRNA vs PH
+251.9%
-317.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.7% |
| 7D | -1.1% | -1.3% | +0.2% | -0.5% |
| 30D | +126.1% | -11.0% | +137.1% | +136.7% |
| 3M | +190.0% | +5.5% | +184.5% | +177.3% |
| 6M | +157.2% | +1.5% | +155.8% | +149.8% |
| YTD | +388.2% | +8.8% | +379.4% | +359.9% |
| 1Y | +467.0% | +24.5% | +442.5% | +402.1% |
| 3Y | +36.1% | +141.2% | -105.1% | -9.3% |
| All | -65.7% | +251.9% | -317.6% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling