+2,080.7%
PFE vs IONS
+260.9%
+1,819.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.7% |
| 7D | -0.2% | -12.6% | +12.4% | +0.8% |
| 30D | +8.7% | -11.8% | +20.5% | +9.7% |
| 3M | +15.8% | -28.4% | +44.2% | +18.7% |
| 6M | +16.8% | -48.4% | +65.3% | +22.4% |
| YTD | +26.2% | -51.0% | +77.1% | +32.6% |
| 1Y | +29.9% | -48.0% | +78.0% | +35.9% |
| 3Y | +15.9% | -17.8% | +33.7% | +15.5% |
| 5Y | -20.6% | +15.2% | -35.8% | -23.9% |
| 10Y | +65.4% | +43.0% | +22.3% | +51.4% |
| All | +2,080.7% | +260.9% | +1,819.8% | +1,350.6% |
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