+241.1%
IONQ vs BSX
+19.5%
+221.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -0.9% |
| 7D | -5.6% | -8.2% | +2.6% | -0.7% |
| 30D | -15.2% | -15.8% | +0.6% | -5.9% |
| 3M | -34.9% | -10.8% | -24.1% | -30.8% |
| 6M | +4.9% | -38.4% | +43.3% | +40.9% |
| YTD | -17.9% | -54.8% | +36.9% | +38.0% |
| 1Y | -16.0% | -59.0% | +43.0% | +50.8% |
| 3Y | +90.5% | -20.0% | +110.5% | +86.0% |
| 5Y | +268.4% | -3.1% | +271.5% | +182.0% |
| All | +241.1% | +19.5% | +221.7% | +134.3% |
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