+96.5%
JNJ vs IONS
-16.3%
+112.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | +0.2% |
| 7D | +5.5% | -30.3% | +35.7% | +8.0% |
| 30D | +7.4% | -37.7% | +45.1% | +10.9% |
| 3M | +7.8% | -50.5% | +58.3% | +13.1% |
| 6M | +28.2% | -62.8% | +91.0% | +37.0% |
| YTD | +37.9% | -64.4% | +102.2% | +47.7% |
| 1Y | +52.4% | -59.5% | +111.8% | +61.9% |
| 3Y | +107.7% | -39.2% | +146.8% | +111.5% |
| 5Y | +96.5% | -15.3% | +111.9% | +101.0% |
| All | +96.5% | -16.3% | +112.9% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling