+202.0%
IONQ vs JNJ
+105.7%
+96.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.4% | +22.0% | +23.7% |
| 7D | +8.6% | +1.1% | +7.5% | +8.8% |
| 30D | -21.1% | +6.9% | -28.0% | -20.0% |
| 3M | -17.9% | +8.0% | -25.9% | -16.4% |
| 6M | -37.9% | +24.3% | -62.2% | -35.4% |
| YTD | -27.3% | +35.6% | -62.9% | -23.7% |
| 1Y | -43.2% | +51.1% | -94.3% | -40.1% |
| 3Y | +191.0% | +98.3% | +92.7% | +204.2% |
| 5Y | +69.3% | +94.3% | -25.1% | +86.7% |
| All | +202.0% | +105.7% | +96.3% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling