-13.3%
IONQ vs NVS
+10.4%
-23.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.8% |
| 7D | +1.3% | -15.4% | +16.7% | -0.8% |
| 30D | -10.3% | -12.3% | +2.0% | -11.5% |
| 3M | -32.7% | -7.8% | -24.9% | -33.2% |
| 6M | +6.3% | -13.0% | +19.3% | +3.2% |
| YTD | -15.0% | +2.8% | -17.8% | -12.1% |
| 1Y | -13.3% | +10.6% | -24.0% | -3.9% |
| All | -13.3% | +10.4% | -23.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling