+49.5%
ILMN vs IONS
-47.9%
+97.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.4% |
| 7D | -9.7% | -9.4% | -0.3% | -9.3% |
| 30D | -20.4% | -10.7% | -9.7% | -20.0% |
| 3M | +10.0% | -27.7% | +37.7% | +10.3% |
| 6M | +49.5% | -48.7% | +98.2% | +44.2% |
| All | +49.5% | -47.9% | +97.4% | +44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling