+35.7%
IONS vs BMRN
-28.6%
+64.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -8.7% | -3.8% | -4.8% | -7.0% |
| 30D | -1.6% | -6.5% | +4.9% | +1.3% |
| 3M | -24.9% | +11.2% | -36.1% | -28.6% |
| 6M | -25.7% | +5.8% | -31.5% | -28.0% |
| YTD | -29.2% | +8.4% | -37.6% | -32.2% |
| 1Y | -13.0% | +15.7% | -28.7% | -19.9% |
| All | +35.7% | -28.6% | +64.3% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling