+101.8%
GSK vs IONS
-27.6%
+129.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.5% | +0.3% |
| 7D | +5.2% | -30.3% | +35.5% | +8.6% |
| 30D | +10.2% | -37.7% | +47.9% | +15.1% |
| 3M | -0.9% | -50.5% | +49.6% | +5.8% |
| 6M | +3.5% | -62.8% | +66.2% | +13.2% |
| YTD | +7.2% | -64.4% | +71.6% | +17.8% |
| 1Y | +12.0% | -59.5% | +71.5% | +21.3% |
| 3Y | +67.3% | -39.2% | +106.5% | +70.3% |
| 5Y | +45.3% | -15.3% | +60.6% | +40.3% |
| 10Y | +101.8% | -31.2% | +132.9% | +95.2% |
| All | +101.8% | -27.6% | +129.4% | +95.2% |
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