+105.2%
GSK vs IONS
-32.1%
+137.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.1% |
| 7D | +1.1% | -26.3% | +27.4% | +3.9% |
| 30D | +6.3% | -31.9% | +38.3% | +10.1% |
| 3M | +1.8% | -48.0% | +49.8% | +8.2% |
| 6M | +1.7% | -62.6% | +64.2% | +11.3% |
| YTD | +6.5% | -63.3% | +69.8% | +16.8% |
| 1Y | +9.5% | -58.4% | +67.9% | +18.4% |
| 3Y | +65.3% | -38.2% | +103.5% | +68.0% |
| 5Y | +43.7% | -11.1% | +54.8% | +38.0% |
| All | +105.2% | -32.1% | +137.3% | +98.8% |
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