-5.1%
SAP vs MRNA
+755.5%
-760.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.4% |
| 7D | +0.6% | -12.1% | +12.7% | +0.7% |
| 30D | +6.5% | -1.3% | +7.8% | +6.5% |
| 3M | +12.2% | +250.9% | -238.7% | +9.5% |
| 6M | +46.1% | +343.0% | -297.0% | +44.2% |
| YTD | -1.6% | +657.4% | -659.1% | -4.6% |
| 1Y | -5.1% | +794.9% | -800.0% | -11.1% |
| All | -5.1% | +755.5% | -760.6% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling