-3.4%
BDX vs IONS
+51.6%
-55.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.9% |
| 7D | -4.3% | -5.3% | +1.0% | -3.9% |
| 30D | +1.3% | +0.3% | +1.0% | +1.2% |
| 3M | +20.2% | -22.9% | +43.1% | +22.3% |
| 6M | +8.6% | -23.4% | +32.0% | +10.5% |
| YTD | +19.0% | -28.3% | +47.3% | +21.7% |
| 1Y | +21.2% | -7.0% | +28.2% | +21.2% |
| 3Y | -9.7% | +37.6% | -47.3% | -14.8% |
| 5Y | -3.4% | +53.4% | -56.8% | -9.7% |
| All | -3.4% | +51.6% | -55.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling