+265.9%
IONQ vs BMRN
-25.4%
+291.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.8% | +2.9% | -2.1% | -0.6% |
| 30D | -1.0% | +11.0% | -12.1% | -6.2% |
| 3M | -39.8% | +17.8% | -57.6% | -45.1% |
| 6M | +6.4% | +10.1% | -3.7% | 0.0% |
| YTD | -11.9% | +11.9% | -23.9% | -18.3% |
| 1Y | -6.2% | +17.2% | -23.4% | -16.3% |
| 3Y | +125.7% | -28.5% | +154.2% | +157.4% |
| 5Y | +296.0% | -21.7% | +317.7% | +310.6% |
| All | +265.9% | -25.4% | +291.3% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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