+202.0%
IONQ vs PFE
+7.0%
+195.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +25.1% | +23.8% |
| 7D | +8.6% | -3.7% | +12.3% | +9.5% |
| 30D | -21.1% | +5.0% | -26.1% | -22.3% |
| 3M | -17.9% | +12.2% | -30.1% | -20.6% |
| 6M | -37.9% | +14.6% | -52.5% | -40.4% |
| YTD | -27.3% | +24.1% | -51.4% | -31.9% |
| 1Y | -43.2% | +26.6% | -69.8% | -47.2% |
| 3Y | +191.0% | +14.3% | +176.7% | +172.3% |
| 5Y | +69.3% | -21.9% | +91.2% | +72.3% |
| All | +202.0% | +7.0% | +195.1% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling