+227.2%
IONQ vs JNJ
+110.1%
+117.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +8.7% |
| 7D | +25.5% | +4.3% | +21.2% | +26.3% |
| 30D | -11.4% | +7.9% | -19.3% | -10.0% |
| 3M | -20.5% | +9.4% | -29.8% | -18.9% |
| 6M | -28.2% | +28.8% | -57.1% | -24.9% |
| YTD | -21.2% | +38.5% | -59.7% | -17.1% |
| 1Y | -40.4% | +54.6% | -95.0% | -36.9% |
| 3Y | +214.7% | +108.4% | +106.3% | +230.1% |
| 5Y | +56.9% | +99.6% | -42.8% | +73.6% |
| All | +227.2% | +110.1% | +117.1% | +248.9% |
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