-3.4%
PFE vs MRNA
+537.9%
-541.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.1% |
| 7D | -2.7% | -9.0% | +6.4% | -2.1% |
| 30D | +3.8% | +137.2% | -133.3% | -6.5% |
| 3M | +10.4% | +194.8% | -184.4% | -3.1% |
| 6M | +6.3% | +167.2% | -160.9% | -6.2% |
| YTD | +17.4% | +375.9% | -358.5% | -2.7% |
| 1Y | +21.1% | +465.2% | -444.0% | -1.7% |
| 3Y | -1.6% | +30.4% | -32.0% | -11.9% |
| 5Y | -22.2% | -66.8% | +44.7% | -26.0% |
| All | -3.4% | +537.9% | -541.2% | -26.8% |
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