-65.7%
MRNA vs SNY
+9.4%
-75.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | -1.1% | -3.3% | +2.2% | +1.2% |
| 30D | +126.1% | -2.2% | +128.3% | +133.1% |
| 3M | +190.0% | -3.0% | +193.1% | +199.3% |
| 6M | +157.2% | +2.7% | +154.5% | +157.6% |
| YTD | +388.2% | -6.8% | +395.0% | +413.0% |
| 1Y | +467.0% | -5.3% | +472.3% | +491.3% |
| 3Y | +36.1% | -9.8% | +45.9% | +44.6% |
| All | -65.7% | +9.4% | -75.1% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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