-23.5%
INSM vs IONS
+492.0%
-515.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | -4.8% | +11.4% | +8.0% |
| 30D | +27.5% | +7.2% | +20.3% | +25.0% |
| 3M | +20.4% | -22.7% | +43.0% | +27.5% |
| 6M | -15.7% | -26.9% | +11.1% | -9.2% |
| YTD | -27.4% | -26.6% | -0.9% | -22.0% |
| 1Y | -11.4% | -2.1% | -9.3% | -12.3% |
| 3Y | +457.8% | +43.4% | +414.4% | +377.7% |
| 5Y | +343.0% | +47.0% | +296.0% | +276.9% |
| 10Y | +848.1% | +97.2% | +750.9% | +644.3% |
| All | -23.5% | +492.0% | -515.5% | -64.8% |
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