+127.3%
NVO vs MRNA
+554.4%
-427.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.4% |
| 7D | -7.6% | -1.1% | -6.5% | -7.5% |
| 30D | -6.0% | +126.1% | -132.1% | -12.1% |
| 3M | -0.8% | +190.0% | -190.8% | -9.1% |
| 6M | +16.5% | +157.2% | -140.8% | +7.3% |
| YTD | -11.1% | +388.2% | -399.3% | -21.6% |
| 1Y | -16.7% | +467.0% | -483.8% | -27.5% |
| 3Y | -52.9% | +36.1% | -89.0% | -57.1% |
| 5Y | -3.0% | -68.0% | +65.0% | -8.1% |
| All | +127.3% | +554.4% | -427.2% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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