+133.6%
SLB vs MRNA
-70.5%
+204.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.8% |
| 7D | -2.4% | -8.2% | +5.8% | -2.3% |
| 30D | +4.9% | +125.6% | -120.7% | +1.4% |
| 3M | +1.4% | +197.1% | -195.6% | -3.9% |
| 6M | +17.6% | +148.5% | -130.9% | +12.4% |
| YTD | +48.3% | +363.3% | -314.9% | +36.7% |
| 1Y | +58.7% | +462.0% | -403.3% | +44.3% |
| 3Y | +0.6% | +26.9% | -26.4% | -5.9% |
| 5Y | +133.6% | -69.6% | +203.2% | +109.7% |
| All | +133.6% | -70.5% | +204.1% | +109.7% |
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