+185.7%
IONQ vs BSX
+22.5%
+163.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -8.2% |
| 7D | +16.8% | -1.0% | +17.7% | +17.0% |
| 30D | -11.1% | +2.1% | -13.2% | -13.2% |
| 3M | -31.7% | -14.0% | -17.7% | -26.3% |
| 6M | -44.8% | -18.3% | -26.5% | -39.7% |
| YTD | -31.2% | -53.6% | +22.4% | +12.2% |
| 1Y | -39.1% | -57.6% | +18.4% | +6.5% |
| 3Y | +189.5% | -14.3% | +203.8% | +164.2% |
| 5Y | +53.2% | +5.1% | +48.1% | +12.4% |
| All | +185.7% | +22.5% | +163.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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