+124.6%
ILMN vs IONS
-40.7%
+165.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.1% | +6.4% | -1.2% |
| 7D | -9.8% | -30.3% | +20.5% | -4.9% |
| 30D | -22.7% | -37.7% | +15.0% | -16.9% |
| 3M | +12.1% | -50.5% | +62.5% | +25.1% |
| 6M | +51.5% | -62.8% | +114.2% | +75.8% |
| YTD | +63.9% | -64.4% | +128.2% | +91.6% |
| 1Y | +76.6% | -59.5% | +136.0% | +100.4% |
| 3Y | +124.6% | -39.2% | +163.8% | +111.7% |
| All | +124.6% | -40.7% | +165.3% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling