+253.1%
IONQ vs JNJ
+98.9%
+154.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.9% |
| 7D | +1.3% | -3.0% | +4.3% | +0.7% |
| 30D | -10.3% | +2.5% | -12.8% | -9.8% |
| 3M | -32.7% | +13.2% | -46.0% | -31.1% |
| 6M | +6.3% | +11.3% | -4.9% | +9.0% |
| YTD | -15.0% | +31.1% | -46.1% | -11.5% |
| 1Y | -13.3% | +54.3% | -67.6% | -9.2% |
| 3Y | +97.2% | +81.1% | +16.1% | +104.3% |
| 5Y | +278.7% | +82.7% | +196.0% | +312.4% |
| All | +253.1% | +98.9% | +154.2% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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