+5,572.4%
JNJ vs IONS
+440.4%
+5,132.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | -4.8% | +7.5% | +3.0% |
| 30D | +7.4% | +7.2% | +0.2% | +6.9% |
| 3M | +21.2% | -22.7% | +43.9% | +22.7% |
| 6M | +13.4% | -26.9% | +40.3% | +15.1% |
| YTD | +35.1% | -26.6% | +61.7% | +37.1% |
| 1Y | +57.4% | -2.1% | +59.6% | +57.1% |
| 3Y | +86.8% | +43.4% | +43.3% | +80.4% |
| 5Y | +80.8% | +47.0% | +33.8% | +72.8% |
| 10Y | +202.7% | +97.2% | +105.6% | +178.6% |
| All | +5,572.4% | +440.4% | +5,132.0% | +3,960.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling