+35.5%
XLV vs MRNA
-67.9%
+103.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.4% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | -1.8% | +126.1% | -127.9% | -8.6% |
| 3M | +7.8% | +190.0% | -182.2% | -2.1% |
| 6M | +9.1% | +157.2% | -148.1% | -0.2% |
| YTD | +7.7% | +388.2% | -380.5% | -7.1% |
| 1Y | +20.4% | +467.0% | -446.6% | +2.1% |
| 3Y | +30.8% | +36.1% | -5.3% | +19.7% |
| All | +35.5% | -67.9% | +103.3% | +31.4% |
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