+4,905.2%
BDX vs IONS
+162.2%
+4,743.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.1% | +7.8% | -0.6% |
| 7D | +7.3% | -30.3% | +37.5% | +9.9% |
| 30D | +15.7% | -37.7% | +53.4% | +19.4% |
| 3M | +19.1% | -50.5% | +69.5% | +24.8% |
| 6M | +44.1% | -62.8% | +106.9% | +53.8% |
| YTD | +42.1% | -64.4% | +106.4% | +52.0% |
| 1Y | +52.6% | -59.5% | +112.1% | +61.7% |
| 3Y | +22.6% | -39.2% | +61.8% | +24.2% |
| 5Y | +23.3% | -15.3% | +38.7% | +20.6% |
| 10Y | +84.8% | -31.2% | +116.0% | +78.3% |
| All | +4,905.2% | +162.2% | +4,743.0% | +3,556.1% |
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