+674.0%
MRNA vs VIVK
-100.0%
+774.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.4% | +12.8% | +5.5% |
| 7D | -1.1% | -4.4% | +3.3% | -1.0% |
| 30D | +126.1% | -40.8% | +166.9% | +127.9% |
| 3M | +190.0% | -94.1% | +284.2% | +200.9% |
| 6M | +157.2% | -98.2% | +255.4% | +169.2% |
| YTD | +388.2% | -98.0% | +486.2% | +403.4% |
| 1Y | +467.0% | -100.0% | +567.0% | +508.9% |
| 3Y | +36.1% | -100.0% | +136.1% | +44.7% |
| 5Y | -68.0% | -100.0% | +32.0% | -65.5% |
| All | +674.0% | -100.0% | +774.0% | +682.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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