+270.6%
QCOM vs MRNA
+915.3%
-644.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -2.4% |
| 7D | +4.3% | -12.1% | +16.4% | +5.0% |
| 30D | -0.1% | -1.3% | +1.2% | -0.1% |
| 3M | +5.2% | +250.9% | -245.7% | -7.0% |
| 6M | -18.4% | +343.0% | -361.4% | -29.9% |
| YTD | +2.4% | +657.4% | -655.0% | -17.1% |
| 1Y | +0.9% | +794.9% | -794.0% | -19.7% |
| 3Y | +48.4% | +218.1% | -169.8% | +26.3% |
| 5Y | +16.6% | -3.4% | +20.0% | +3.2% |
| All | +270.6% | +915.3% | -644.8% | +235.6% |
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 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