+280.0%
QCOM vs MRNA
+521.0%
-241.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +4.9% | -8.2% | +13.2% | +5.4% |
| 30D | +9.3% | +125.6% | -116.2% | -0.9% |
| 3M | -7.0% | +197.1% | -204.1% | -18.4% |
| 6M | +32.0% | +148.5% | -116.5% | +17.6% |
| YTD | +5.0% | +363.3% | -358.3% | -12.3% |
| 1Y | +13.6% | +462.0% | -448.4% | -7.3% |
| 3Y | +77.6% | +26.9% | +50.7% | +59.6% |
| 5Y | +38.2% | -69.6% | +107.8% | +26.3% |
| All | +280.0% | +521.0% | -241.0% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling