-34.5%
IONS vs BIIB
+9.9%
-44.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.6% | -24.0% | -22.7% |
| 7D | -24.8% | +2.4% | -27.2% | -26.0% |
| 30D | -31.5% | +12.9% | -44.5% | -36.2% |
| 3M | -45.2% | +22.6% | -67.8% | -51.1% |
| 6M | -59.1% | +31.7% | -90.8% | -65.2% |
| YTD | -60.8% | +44.8% | -105.6% | -68.7% |
| 1Y | -57.9% | +63.9% | -121.7% | -68.7% |
| 3Y | -34.5% | +13.5% | -47.9% | -47.6% |
| All | -34.5% | +9.9% | -44.3% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling