+5,507.3%
TEVA vs IONS
+421.1%
+5,086.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.4% |
| 7D | -1.7% | -8.7% | +7.0% | -0.8% |
| 30D | +2.0% | -1.6% | +3.6% | +2.1% |
| 3M | +7.0% | -24.9% | +31.9% | +9.4% |
| 6M | +17.0% | -25.7% | +42.6% | +19.9% |
| YTD | +18.1% | -29.2% | +47.3% | +21.6% |
| 1Y | +87.2% | -13.0% | +100.3% | +89.0% |
| 3Y | +283.1% | +35.9% | +247.1% | +265.0% |
| 5Y | +298.4% | +54.5% | +243.9% | +271.3% |
| 10Y | -23.4% | +93.1% | -116.5% | -31.3% |
| All | +5,507.3% | +421.1% | +5,086.2% | +3,610.6% |
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