+301.9%
IONQ vs BSX
-1.1%
+303.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +6.2% |
| 7D | +7.1% | -6.4% | +13.6% | +11.4% |
| 30D | -8.9% | -8.8% | -0.1% | -3.7% |
| 3M | -35.6% | -7.6% | -27.9% | -32.8% |
| 6M | +13.3% | -37.0% | +50.2% | +53.4% |
| YTD | -9.8% | -52.8% | +43.0% | +53.1% |
| 1Y | -1.3% | -58.4% | +57.1% | +85.3% |
| 3Y | +109.3% | -16.5% | +125.8% | +88.0% |
| All | +301.9% | -1.1% | +303.0% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling