+1,100.9%
MRNA vs SWK
+13.1%
+1,087.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.5% |
| 7D | -12.1% | -1.4% | -10.7% | -11.7% |
| 30D | -1.3% | +25.5% | -26.7% | -7.4% |
| 3M | +250.9% | +11.8% | +239.1% | +240.4% |
| 6M | +343.0% | +48.7% | +294.3% | +297.8% |
| YTD | +657.4% | +57.2% | +600.3% | +567.2% |
| 1Y | +794.9% | +75.3% | +719.6% | +666.7% |
| 3Y | +218.1% | +51.9% | +166.2% | +181.4% |
| 5Y | -3.4% | -30.7% | +27.4% | -13.9% |
| All | +1,100.9% | +13.1% | +1,087.9% | +893.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling