+101.6%
XBI vs MRNA
+554.4%
-452.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.0% |
| 7D | -4.6% | -1.1% | -3.6% | -4.6% |
| 30D | -2.0% | +126.1% | -128.1% | -19.2% |
| 3M | +17.8% | +190.0% | -172.2% | -7.8% |
| 6M | +23.7% | +157.2% | -133.5% | -1.4% |
| YTD | +28.2% | +388.2% | -360.0% | -9.5% |
| 1Y | +64.0% | +467.0% | -403.1% | +11.9% |
| 3Y | +99.4% | +36.1% | +63.3% | +63.5% |
| 5Y | +19.3% | -68.0% | +87.3% | +12.3% |
| All | +101.6% | +554.4% | -452.8% | +29.8% |
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