+52.8%
IONQ vs BIIB
-11.1%
+63.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.8% | +21.6% | +22.8% |
| 7D | +8.6% | -2.1% | +10.7% | +9.6% |
| 30D | -21.1% | +11.8% | -32.9% | -23.9% |
| 3M | -17.9% | +20.4% | -38.3% | -22.7% |
| 6M | -37.9% | +30.2% | -68.2% | -44.1% |
| YTD | -27.3% | +41.1% | -68.4% | -37.3% |
| 1Y | -43.2% | +58.4% | -101.6% | -53.5% |
| 3Y | +191.0% | -0.1% | +191.1% | +190.3% |
| All | +52.8% | -11.1% | +63.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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