-23.8%
PFE vs MRNA
-3.2%
-20.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.4% |
| 7D | -1.7% | -12.1% | +10.4% | -0.9% |
| 30D | +0.3% | -1.3% | +1.6% | +0.1% |
| 3M | +9.4% | +250.9% | -241.6% | -4.8% |
| 6M | +14.9% | +343.0% | -328.1% | -4.2% |
| YTD | +23.8% | +657.4% | -633.6% | -6.2% |
| 1Y | +19.5% | +794.9% | -775.4% | -12.0% |
| 3Y | +21.0% | +218.1% | -197.1% | -1.7% |
| All | -23.8% | -3.2% | -20.5% | -30.6% |
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