+674.0%
MRNA vs TEVA
+83.7%
+590.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.3% | +4.9% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | +126.1% | +1.0% | +125.2% | +126.8% |
| 3M | +190.0% | +7.3% | +182.7% | +187.1% |
| 6M | +157.2% | +21.7% | +135.5% | +148.1% |
| YTD | +388.2% | +18.8% | +369.4% | +372.6% |
| 1Y | +467.0% | +86.5% | +380.6% | +402.9% |
| 3Y | +36.1% | +269.4% | -233.3% | +5.7% |
| 5Y | -68.0% | +303.6% | -371.6% | -75.9% |
| All | +674.0% | +83.7% | +590.3% | +585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling