-65.7%
MRNA vs ROK
+47.1%
-112.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.5% |
| 7D | -1.1% | -1.2% | +0.2% | -0.4% |
| 30D | +126.1% | -4.8% | +130.9% | +132.1% |
| 3M | +190.0% | -6.1% | +196.1% | +196.3% |
| 6M | +157.2% | +15.5% | +141.7% | +132.6% |
| YTD | +388.2% | +11.2% | +377.0% | +350.9% |
| 1Y | +467.0% | +23.8% | +443.2% | +394.2% |
| 3Y | +36.1% | +53.1% | -17.0% | +2.2% |
| All | -65.7% | +47.1% | -112.8% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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