+65.3%
SLB vs MRNA
+561.6%
-496.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | +0.8% | +5.5% | -4.6% | +0.7% |
| 30D | +15.8% | +158.7% | -142.9% | +11.8% |
| 3M | -0.3% | +182.1% | -182.5% | -4.4% |
| 6M | +21.3% | +151.8% | -130.5% | +16.7% |
| YTD | +52.3% | +393.6% | -341.3% | +42.8% |
| 1Y | +63.6% | +499.5% | -435.9% | +52.1% |
| 3Y | +3.8% | +29.3% | -25.5% | -1.2% |
| 5Y | +128.6% | -65.1% | +193.7% | +119.5% |
| All | +65.3% | +561.6% | -496.3% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling