+85.4%
IONS vs BIIB
-26.8%
+112.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.4% |
| 7D | -4.3% | -4.0% | -0.2% | -3.0% |
| 30D | +0.4% | +5.7% | -5.2% | -1.4% |
| 3M | -24.1% | +10.9% | -35.0% | -26.9% |
| 6M | -26.4% | +14.3% | -40.8% | -30.0% |
| YTD | -29.7% | +22.4% | -52.1% | -34.6% |
| 1Y | -13.0% | +51.1% | -64.1% | -24.8% |
| 3Y | +35.0% | -16.8% | +51.9% | +38.7% |
| 5Y | +54.2% | -28.1% | +82.3% | +61.5% |
| All | +85.4% | -26.8% | +112.1% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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