+499.5%
MRNA vs TEVA
+93.8%
+405.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +5.5% | -0.2% | +5.7% | +5.5% |
| 30D | +158.7% | +4.7% | +154.0% | +160.3% |
| 3M | +182.1% | +5.6% | +176.5% | +184.0% |
| 6M | +151.8% | +10.5% | +141.3% | +148.6% |
| YTD | +393.6% | +16.5% | +377.1% | +383.1% |
| 1Y | +499.5% | +96.8% | +402.7% | +458.1% |
| All | +499.5% | +93.8% | +405.6% | +458.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling