+20.9%
PFE vs IONS
-40.7%
+61.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.5% | +1.5% |
| 7D | -0.7% | -30.3% | +29.6% | +3.2% |
| 30D | +5.3% | -37.7% | +43.1% | +10.9% |
| 3M | +10.1% | -50.5% | +60.6% | +19.1% |
| 6M | +18.0% | -62.8% | +80.8% | +31.1% |
| YTD | +25.8% | -64.4% | +90.2% | +40.4% |
| 1Y | +28.4% | -59.5% | +87.9% | +40.8% |
| 3Y | +20.9% | -39.2% | +60.1% | +19.4% |
| All | +20.9% | -40.7% | +61.6% | +19.4% |
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