+12,708.6%
AMGN vs IONS
+440.4%
+12,268.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.1% | -4.8% | +6.0% | +1.8% |
| 30D | +7.8% | +7.2% | +0.6% | +6.8% |
| 3M | +27.3% | -22.7% | +49.9% | +30.9% |
| 6M | +16.8% | -26.9% | +43.7% | +21.0% |
| YTD | +36.3% | -26.6% | +62.9% | +41.1% |
| 1Y | +60.4% | -2.1% | +62.6% | +59.5% |
| 3Y | +86.3% | +43.4% | +42.9% | +71.7% |
| 5Y | +125.7% | +47.0% | +78.7% | +102.8% |
| 10Y | +247.0% | +97.2% | +149.8% | +185.3% |
| All | +12,708.6% | +440.4% | +12,268.2% | +6,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling