+248.5%
DHR vs IONS
-36.2%
+284.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.7% |
| 7D | +2.6% | -29.6% | +32.2% | +8.0% |
| 30D | +4.2% | -35.6% | +39.7% | +11.3% |
| 3M | +13.0% | -51.7% | +64.7% | +26.4% |
| 6M | +40.2% | -64.0% | +104.2% | +63.2% |
| YTD | +2.0% | -65.5% | +67.5% | +19.5% |
| 1Y | +6.6% | -62.4% | +69.0% | +22.8% |
| 3Y | +19.9% | -41.1% | +61.0% | +22.6% |
| 5Y | -11.7% | -16.5% | +4.7% | -17.6% |
| All | +248.5% | -36.2% | +284.7% | +234.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling