+15.5%
GEHC vs IONS
+52.5%
-37.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -4.0% | -4.8% | +0.9% | -3.5% |
| 30D | -2.0% | +7.2% | -9.2% | -2.7% |
| 3M | +8.0% | -22.7% | +30.7% | +10.1% |
| 6M | -12.8% | -26.9% | +14.1% | -10.5% |
| YTD | -15.9% | -26.6% | +10.6% | -13.9% |
| 1Y | -6.9% | -2.1% | -4.8% | -7.6% |
| 3Y | 0.0% | +43.4% | -43.5% | -9.1% |
| All | +15.5% | +52.5% | -37.1% | +4.7% |
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