-25.0%
TEVA vs IONS
+87.6%
-112.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.6% |
| 7D | +2.0% | -6.7% | +8.7% | +3.5% |
| 30D | +1.0% | -4.1% | +5.1% | +1.8% |
| 3M | +7.3% | -26.6% | +33.9% | +13.4% |
| 6M | +21.7% | -27.5% | +49.2% | +29.2% |
| YTD | +18.8% | -31.5% | +50.3% | +27.6% |
| 1Y | +86.5% | -15.3% | +101.8% | +91.1% |
| 3Y | +269.4% | +31.3% | +238.1% | +229.6% |
| 5Y | +303.6% | +50.2% | +253.4% | +238.7% |
| All | -25.0% | +87.6% | -112.6% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling