-38.8%
IONS vs UTHR
+364.7%
-403.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.6% |
| 7D | -26.3% | +5.2% | -31.5% | -28.3% |
| 30D | -31.9% | +9.5% | -41.4% | -35.1% |
| 3M | -48.0% | +17.9% | -65.9% | -52.6% |
| 6M | -62.6% | +2.0% | -64.6% | -63.4% |
| YTD | -63.3% | +21.3% | -84.6% | -67.6% |
| 1Y | -58.4% | +27.9% | -86.3% | -64.2% |
| 3Y | -38.2% | +162.3% | -200.6% | -63.4% |
| 5Y | -11.1% | +190.7% | -201.8% | -51.2% |
| All | -38.8% | +364.7% | -403.5% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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