+991.7%
ILMN vs IONS
+252.7%
+739.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.4% | -4.8% | -7.4% |
| 7D | -28.3% | -12.6% | -15.7% | -25.7% |
| 30D | -24.0% | -11.8% | -12.1% | -21.5% |
| 3M | +4.1% | -28.4% | +32.5% | +12.4% |
| 6M | +49.6% | -48.4% | +98.0% | +72.7% |
| YTD | +58.6% | -51.0% | +109.5% | +84.8% |
| 1Y | +69.9% | -48.0% | +117.9% | +94.9% |
| 3Y | +82.9% | -17.8% | +100.7% | +79.7% |
| 5Y | -47.6% | +15.2% | -62.8% | -53.6% |
| 10Y | +58.8% | +43.0% | +15.8% | +22.4% |
| All | +991.7% | +252.7% | +739.0% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling