-2.5%
PFE vs IONS
+43.7%
-46.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | -4.8% | +6.6% | +2.3% |
| 30D | +10.2% | +7.2% | +3.0% | +9.3% |
| 3M | +12.7% | -22.7% | +35.4% | +15.2% |
| 6M | +10.5% | -26.9% | +37.4% | +13.7% |
| YTD | +20.2% | -26.6% | +46.7% | +23.5% |
| 1Y | +24.1% | -2.1% | +26.2% | +22.9% |
| All | -2.5% | +43.7% | -46.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling