+41.1%
AMGN vs IONS
-13.5%
+54.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -13.9% | -4.3% | -9.6% | -13.0% |
| 30D | -7.1% | +0.4% | -7.6% | -7.1% |
| 3M | +13.9% | -24.1% | +38.0% | +17.3% |
| 6M | +3.2% | -26.4% | +29.7% | +7.5% |
| YTD | +19.2% | -29.7% | +48.9% | +26.2% |
| 1Y | +41.1% | -13.0% | +54.2% | +42.6% |
| All | +41.1% | -13.5% | +54.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 1y: compounded portfolio wealth divided by compounded IONS 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…
1y analysis · Full analysis span regression · 6 months rolling