+1,269.4%
NVS vs IONS
+268.8%
+1,000.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +4.0% | -4.8% | +8.9% | +4.4% |
| 30D | +3.6% | +7.2% | -3.6% | +3.0% |
| 3M | +7.8% | -22.7% | +30.5% | +9.6% |
| 6M | -0.2% | -26.9% | +26.7% | +1.9% |
| YTD | +19.6% | -26.6% | +46.1% | +21.9% |
| 1Y | +28.4% | -2.1% | +30.5% | +27.9% |
| 3Y | +76.2% | +43.4% | +32.8% | +67.9% |
| 5Y | +111.1% | +47.0% | +64.1% | +98.4% |
| 10Y | +224.3% | +97.2% | +127.1% | +190.4% |
| All | +1,269.4% | +268.8% | +1,000.6% | +815.9% |
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