+227.2%
IONQ vs BMY
+26.7%
+200.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +25.5% | -1.4% | +26.8% | +25.5% |
| 30D | -11.4% | +5.1% | -16.5% | -11.7% |
| 3M | -20.5% | -3.0% | -17.5% | -20.3% |
| 6M | -28.2% | +13.1% | -41.3% | -28.9% |
| YTD | -21.2% | +20.3% | -41.6% | -22.5% |
| 1Y | -40.4% | +39.0% | -79.4% | -42.4% |
| 3Y | +214.7% | +42.0% | +172.7% | +195.7% |
| 5Y | +56.9% | +28.5% | +28.3% | +62.8% |
| All | +227.2% | +26.7% | +200.5% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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