+682.5%
MRNA vs SWK
-3.7%
+686.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +5.5% | -0.4% | +5.9% | +5.5% |
| 30D | +158.7% | -5.7% | +164.5% | +163.7% |
| 3M | +182.1% | +24.1% | +158.1% | +166.7% |
| 6M | +151.8% | +24.7% | +127.1% | +137.1% |
| YTD | +393.6% | +33.9% | +359.6% | +355.3% |
| 1Y | +499.5% | +34.7% | +464.8% | +451.1% |
| 3Y | +29.3% | +15.3% | +14.0% | +21.6% |
| 5Y | -65.1% | -39.3% | -25.8% | -67.4% |
| All | +682.5% | -3.7% | +686.2% | +577.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling