+634.5%
MRNA vs ZBH
-10.0%
+644.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.4% |
| 7D | -8.2% | -6.6% | -1.7% | -6.4% |
| 30D | +125.6% | -4.9% | +130.5% | +129.9% |
| 3M | +197.1% | +5.1% | +191.9% | +194.2% |
| 6M | +148.5% | +1.3% | +147.1% | +147.9% |
| YTD | +363.3% | +3.4% | +359.9% | +358.7% |
| 1Y | +462.0% | -8.7% | +470.7% | +472.2% |
| 3Y | +26.9% | -21.2% | +48.1% | +33.1% |
| 5Y | -69.6% | -29.2% | -40.4% | -67.8% |
| All | +634.5% | -10.0% | +644.5% | +630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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