+5,679.1%
JNJ vs IONS
+163.5%
+5,515.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -29.4% | +30.9% | +3.3% |
| 30D | +6.3% | -35.1% | +41.5% | +8.8% |
| 3M | +8.5% | -48.9% | +57.3% | +12.4% |
| 6M | +28.0% | -62.4% | +90.4% | +34.7% |
| YTD | +37.7% | -64.2% | +101.9% | +45.1% |
| 1Y | +47.9% | -60.9% | +108.8% | +55.1% |
| 3Y | +107.4% | -38.9% | +146.3% | +109.9% |
| 5Y | +97.7% | -15.6% | +113.3% | +94.7% |
| 10Y | +210.7% | -33.5% | +244.1% | +203.4% |
| All | +5,679.1% | +163.5% | +5,515.6% | +4,198.1% |
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 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