+1,273.7%
NVS vs IONS
+84.5%
+1,189.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -0.3% |
| 7D | -1.3% | -26.3% | +25.0% | +0.8% |
| 30D | +9.3% | -31.9% | +41.2% | +12.3% |
| 3M | +5.8% | -48.0% | +53.8% | +10.9% |
| 6M | +7.2% | -62.6% | +69.7% | +14.9% |
| YTD | +20.0% | -63.3% | +83.2% | +28.7% |
| 1Y | +25.4% | -58.4% | +83.8% | +33.2% |
| 3Y | +89.2% | -38.2% | +127.4% | +92.2% |
| 5Y | +134.6% | -11.1% | +145.7% | +129.0% |
| 10Y | +251.4% | -31.7% | +283.1% | +240.4% |
| All | +1,273.7% | +84.5% | +1,189.2% | +866.5% |
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