+38.9%
QCOM vs MRNA
-68.5%
+107.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.6% |
| 7D | +4.4% | -10.1% | +14.4% | +5.1% |
| 30D | +9.4% | +126.7% | -117.4% | -4.1% |
| 3M | -13.7% | +184.1% | -197.8% | -28.1% |
| 6M | +28.9% | +143.3% | -114.4% | +9.9% |
| YTD | +4.7% | +359.9% | -355.1% | -21.2% |
| 1Y | +13.5% | +454.2% | -440.7% | -18.3% |
| 3Y | +77.1% | +26.0% | +51.1% | +56.1% |
| 5Y | +38.9% | -70.3% | +109.2% | +19.4% |
| All | +38.9% | -68.5% | +107.4% | +19.4% |
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