+85.4%
IONS vs BMRN
-29.8%
+115.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | -4.3% | -1.4% | -2.9% | -3.6% |
| 30D | +0.4% | -5.8% | +6.2% | +3.5% |
| 3M | -24.1% | +16.6% | -40.7% | -30.3% |
| 6M | -26.4% | +7.6% | -34.0% | -30.0% |
| YTD | -29.7% | +10.2% | -39.9% | -34.0% |
| 1Y | -13.0% | +20.2% | -33.2% | -23.3% |
| 3Y | +35.0% | -27.4% | +62.4% | +51.7% |
| 5Y | +54.2% | -16.0% | +70.2% | +58.0% |
| All | +85.4% | -29.8% | +115.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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