+346.4%
SNPS vs MRNA
+537.9%
-191.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | -5.5% | -9.0% | +3.5% | -5.0% |
| 30D | -5.8% | +137.2% | -142.9% | -14.5% |
| 3M | -17.2% | +194.8% | -212.0% | -26.9% |
| 6M | -10.4% | +167.2% | -177.6% | -20.3% |
| YTD | -16.5% | +375.9% | -392.4% | -30.3% |
| 1Y | -35.6% | +465.2% | -500.8% | -47.4% |
| 3Y | -14.6% | +30.4% | -45.0% | -22.9% |
| 5Y | +16.5% | -66.8% | +83.3% | +10.6% |
| All | +346.4% | +537.9% | -191.5% | +272.6% |
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 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