+1,045.4%
ILMN vs IONS
+428.1%
+617.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | -4.8% | +6.1% | +2.4% |
| 30D | +9.2% | +7.2% | +2.0% | +7.1% |
| 3M | +29.8% | -22.7% | +52.5% | +36.1% |
| 6M | +69.2% | -26.9% | +96.1% | +79.5% |
| YTD | +66.4% | -26.6% | +92.9% | +76.0% |
| 1Y | +123.4% | -2.1% | +125.5% | +119.4% |
| 3Y | +33.2% | +43.4% | -10.3% | +13.8% |
| 5Y | -52.0% | +47.0% | -99.0% | -60.0% |
| 10Y | +33.6% | +97.2% | -63.6% | -4.6% |
| All | +1,045.4% | +428.1% | +617.3% | +272.6% |
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