-28.4%
INSM vs IONS
+178.3%
-206.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.2% |
| 7D | +8.6% | -29.6% | +38.2% | +18.4% |
| 30D | +22.0% | -35.6% | +57.5% | +36.2% |
| 3M | -10.7% | -51.7% | +40.9% | +7.8% |
| 6M | +1.8% | -64.0% | +65.8% | +31.6% |
| YTD | -32.2% | -65.5% | +33.3% | -11.2% |
| 1Y | -39.3% | -62.4% | +23.2% | -22.4% |
| 3Y | +397.1% | -41.1% | +438.2% | +441.1% |
| 5Y | +270.6% | -16.5% | +287.0% | +266.6% |
| 10Y | +717.1% | -35.8% | +752.9% | +749.0% |
| All | -28.4% | +178.3% | -206.8% | -59.9% |
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 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