-65.7%
MRNA vs XYL
-16.2%
-49.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.1% |
| 7D | -1.1% | +1.2% | -2.3% | -2.1% |
| 30D | +126.1% | -11.9% | +138.1% | +149.1% |
| 3M | +190.0% | -1.5% | +191.6% | +193.0% |
| 6M | +157.2% | -11.9% | +169.1% | +179.9% |
| YTD | +388.2% | -20.6% | +408.8% | +468.3% |
| 1Y | +467.0% | -23.5% | +490.5% | +576.9% |
| 3Y | +36.1% | +14.9% | +21.2% | +21.2% |
| All | -65.7% | -16.2% | -49.5% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling