+536.3%
ISRG vs IONS
-5.7%
+542.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.4% | +23.1% | +6.5% |
| 7D | +5.4% | -24.8% | +30.3% | +11.5% |
| 30D | +8.6% | -31.5% | +40.2% | +17.3% |
| 3M | +21.6% | -45.2% | +66.8% | +37.6% |
| 6M | +2.3% | -59.1% | +61.4% | +22.6% |
| YTD | -18.7% | -60.8% | +42.1% | -1.9% |
| 1Y | -17.8% | -57.9% | +40.1% | -2.7% |
| 3Y | +69.1% | -34.5% | +103.5% | +70.7% |
| 5Y | +26.5% | -8.8% | +35.3% | +12.8% |
| 10Y | +536.3% | -19.2% | +555.5% | +492.1% |
| All | +536.3% | -5.7% | +542.0% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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