-40.1%
IONQ vs NVS
+9.4%
-49.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.8% |
| 7D | +15.3% | -2.8% | +18.1% | +14.9% |
| 30D | -6.1% | +11.5% | -17.6% | -4.1% |
| 3M | -21.6% | +3.7% | -25.3% | -20.5% |
| 6M | -40.1% | +10.4% | -50.5% | -36.4% |
| All | -40.1% | +9.4% | -49.5% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling