+72.6%
ILMN vs IONS
-60.0%
+132.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.6% |
| 7D | -2.9% | -26.3% | +23.4% | -1.3% |
| 30D | -23.8% | -31.9% | +8.1% | -21.9% |
| 3M | +7.5% | -48.0% | +55.4% | +11.8% |
| 6M | +42.8% | -62.6% | +105.3% | +49.4% |
| YTD | +57.8% | -63.3% | +121.1% | +64.4% |
| 1Y | +72.6% | -58.4% | +131.0% | +74.8% |
| All | +72.6% | -60.0% | +132.6% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling