+1,346.2%
MRNA vs SWK
+17.9%
+1,328.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | +5.0% |
| 7D | +21.8% | +10.7% | +11.1% | +18.5% |
| 30D | +19.6% | +33.3% | -13.8% | +10.2% |
| 3M | +354.6% | +14.7% | +340.0% | +337.2% |
| 6M | +394.9% | +48.5% | +346.4% | +343.8% |
| YTD | +812.2% | +63.9% | +748.3% | +693.3% |
| 1Y | +996.2% | +80.4% | +915.8% | +830.3% |
| 3Y | +287.0% | +58.1% | +228.9% | +238.0% |
| 5Y | +13.6% | -24.5% | +38.1% | +0.1% |
| All | +1,346.2% | +17.9% | +1,328.4% | +1,081.2% |
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