+49.5%
IONS vs SNY
+9.4%
+40.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -6.7% | -3.3% | -3.4% | -5.6% |
| 30D | -4.1% | -2.2% | -2.0% | -3.3% |
| 3M | -26.6% | -3.0% | -23.5% | -26.0% |
| 6M | -27.5% | +2.7% | -30.3% | -28.5% |
| YTD | -31.5% | -6.8% | -24.6% | -30.1% |
| 1Y | -15.3% | -5.3% | -10.1% | -14.5% |
| 3Y | +31.3% | -9.8% | +41.1% | +33.6% |
| All | +49.5% | +9.4% | +40.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling