+202.0%
IONQ vs GSK
+70.7%
+131.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.4% |
| 7D | +8.6% | +1.7% | +6.9% | +8.6% |
| 30D | -21.1% | +7.0% | -28.1% | -21.2% |
| 3M | -17.9% | -2.7% | -15.2% | -17.7% |
| 6M | -37.9% | +1.4% | -39.4% | -38.0% |
| YTD | -27.3% | +5.3% | -32.6% | -28.1% |
| 1Y | -43.2% | +10.6% | -53.8% | -44.2% |
| 3Y | +191.0% | +62.6% | +128.4% | +161.3% |
| 5Y | +69.3% | +41.7% | +27.6% | +50.8% |
| All | +202.0% | +70.7% | +131.4% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 all: compounded portfolio wealth divided by compounded GSK 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…
all analysis · Full analysis span regression · 6 months rolling