-21.0%
PFE vs MRNA
-70.5%
+49.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.0% | -8.2% | +4.2% | -3.5% |
| 30D | +3.9% | +125.6% | -121.7% | -6.2% |
| 3M | +9.9% | +197.1% | -187.2% | -4.8% |
| 6M | +5.3% | +148.5% | -143.2% | -7.2% |
| YTD | +16.8% | +363.3% | -346.5% | -6.2% |
| 1Y | +20.4% | +462.0% | -441.6% | -6.4% |
| 3Y | -2.1% | +26.9% | -29.0% | -12.6% |
| 5Y | -21.0% | -69.6% | +48.6% | -24.2% |
| All | -21.0% | -70.5% | +49.5% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling