+488.3%
IONS vs EXEL
+273.2%
+215.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -4.8% | +8.4% | -13.2% | -7.0% |
| 30D | +7.2% | +4.1% | +3.1% | +5.9% |
| 3M | -22.7% | +12.4% | -35.1% | -25.4% |
| 6M | -26.9% | +41.5% | -68.4% | -34.0% |
| YTD | -26.6% | +34.6% | -61.2% | -33.0% |
| 1Y | -2.1% | +57.9% | -60.0% | -15.1% |
| 3Y | +43.4% | +159.5% | -116.1% | +4.4% |
| 5Y | +47.0% | +198.5% | -151.5% | +2.3% |
| 10Y | +97.2% | +411.4% | -314.2% | +8.2% |
| All | +488.3% | +273.2% | +215.1% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling