-62.4%
IONS vs EXEL
+62.5%
-124.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -29.6% | +1.6% | -31.3% | -30.1% |
| 30D | -35.6% | +17.4% | -52.9% | -39.5% |
| 3M | -51.7% | +38.6% | -90.3% | -57.2% |
| 6M | -64.0% | +41.2% | -105.2% | -68.4% |
| YTD | -65.5% | +59.3% | -124.8% | -71.3% |
| 1Y | -62.4% | +60.2% | -122.6% | -68.6% |
| All | -62.4% | +62.5% | -124.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling