-20.7%
PFE vs IONS
+47.7%
-68.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 3M | +12.7% | -22.7% | +35.4% | +14.9% |
| 6M | +10.5% | -26.9% | +37.4% | +13.3% |
| YTD | +20.2% | -26.6% | +46.7% | +23.0% |
| 1Y | +24.1% | -2.1% | +26.2% | +23.3% |
| 3Y | -3.6% | +43.4% | -47.0% | -10.0% |
| All | -20.7% | +47.7% | -68.4% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling