-11.8%
ENTG vs IONS
+17.1%
-28.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | -17.1% | -9.4% | -7.7% | -15.0% |
| 30D | -23.0% | -10.7% | -12.3% | -20.7% |
| 3M | -10.2% | -27.7% | +17.4% | -3.1% |
| 6M | -17.8% | -48.7% | +30.9% | -5.4% |
| YTD | +52.4% | -50.2% | +102.5% | +76.7% |
| 1Y | +49.8% | -46.8% | +96.6% | +70.2% |
| 3Y | +42.1% | -14.8% | +57.0% | +30.8% |
| All | -11.8% | +17.1% | -28.9% | -29.9% |
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