+12,455.4%
SYK vs IONS
+421.1%
+12,034.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -11.8% | -8.7% | -3.1% | -11.0% |
| 30D | -20.4% | -1.6% | -18.7% | -20.3% |
| 3M | -12.1% | -24.9% | +12.8% | -10.1% |
| 6M | -24.3% | -25.7% | +1.3% | -22.6% |
| YTD | -21.2% | -29.2% | +8.0% | -19.1% |
| 1Y | -29.2% | -13.0% | -16.2% | -28.7% |
| 3Y | -2.1% | +35.9% | -38.0% | -7.3% |
| 5Y | +4.7% | +54.5% | -49.7% | -3.2% |
| 10Y | +178.2% | +93.1% | +85.1% | +145.3% |
| All | +12,455.4% | +421.1% | +12,034.3% | +7,357.4% |
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 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