+818.3%
INSM vs IONS
+92.6%
+725.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.5% | -4.3% | +4.7% | +2.6% |
| 30D | -4.0% | +0.4% | -4.4% | -4.4% |
| 3M | +38.5% | -24.1% | +62.6% | +53.1% |
| 6M | -11.5% | -26.4% | +14.9% | -0.3% |
| YTD | -26.9% | -29.7% | +2.8% | -16.0% |
| 1Y | -12.8% | -13.0% | +0.3% | -10.1% |
| 3Y | +384.7% | +35.0% | +349.7% | +263.9% |
| 5Y | +368.8% | +54.2% | +314.6% | +219.6% |
| All | +818.3% | +92.6% | +725.7% | +435.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling