+56.9%
IONQ vs PFE
-21.9%
+78.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.9% | +8.5% |
| 7D | +25.5% | -4.7% | +30.1% | +26.8% |
| 30D | -11.4% | +3.4% | -14.8% | -12.4% |
| 3M | -20.5% | +9.2% | -29.7% | -22.5% |
| 6M | -28.2% | +15.8% | -44.0% | -31.3% |
| YTD | -21.2% | +23.4% | -44.7% | -26.1% |
| 1Y | -40.4% | +25.8% | -66.2% | -44.5% |
| 3Y | +214.7% | +17.8% | +196.8% | +191.4% |
| 5Y | +56.9% | -20.2% | +77.0% | +87.5% |
| All | +56.9% | -21.9% | +78.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 5y: compounded portfolio wealth divided by compounded PFE 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…
5y analysis · Full analysis span regression · 6 months rolling