+107.7%
JNJ vs IONS
-40.7%
+148.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | +0.3% |
| 7D | +5.5% | -30.3% | +35.7% | +8.3% |
| 30D | +7.4% | -37.7% | +45.1% | +11.4% |
| 3M | +7.8% | -50.5% | +58.3% | +14.0% |
| 6M | +28.2% | -62.8% | +91.0% | +38.5% |
| YTD | +37.9% | -64.4% | +102.2% | +49.3% |
| 1Y | +52.4% | -59.5% | +111.8% | +63.6% |
| 3Y | +107.7% | -39.2% | +146.8% | +109.8% |
| All | +107.7% | -40.7% | +148.4% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling