+36.1%
MRNA vs ULTA
+31.2%
+4.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.3% |
| 7D | -1.1% | -3.1% | +2.0% | +0.5% |
| 30D | +126.1% | +2.8% | +123.3% | +124.2% |
| 3M | +190.0% | +14.8% | +175.3% | +173.5% |
| 6M | +157.2% | -16.2% | +173.4% | +176.7% |
| YTD | +388.2% | -9.6% | +397.8% | +405.6% |
| 1Y | +467.0% | +4.8% | +462.3% | +446.5% |
| 3Y | +36.1% | +30.7% | +5.4% | +11.4% |
| All | +36.1% | +31.2% | +4.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling