+167.4%
IONQ vs BSX
+22.9%
+144.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.6% |
| 7D | -11.5% | +3.7% | -15.2% | -13.1% |
| 30D | -8.1% | +3.1% | -11.2% | -10.8% |
| 3M | -35.8% | -14.2% | -21.6% | -30.6% |
| 6M | -47.7% | -16.4% | -31.3% | -43.8% |
| YTD | -35.6% | -53.5% | +17.9% | +4.8% |
| 1Y | -36.4% | -57.8% | +21.4% | +12.0% |
| 3Y | +150.0% | -17.4% | +167.5% | +136.2% |
| 5Y | +43.3% | +5.4% | +37.9% | +5.0% |
| All | +167.4% | +22.9% | +144.5% | +78.0% |
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