+144.7%
IONQ vs PFE
+8.8%
+136.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.0% | -7.6% | -9.8% |
| 7D | -16.7% | -0.2% | -16.4% | -16.6% |
| 30D | -38.9% | +8.7% | -47.6% | -40.4% |
| 3M | -33.8% | +15.8% | -49.6% | -36.4% |
| 6M | -44.9% | +16.8% | -61.8% | -47.3% |
| YTD | -41.1% | +26.2% | -67.3% | -45.0% |
| 1Y | -52.3% | +29.9% | -82.2% | -55.9% |
| 3Y | +128.2% | +15.9% | +112.3% | +113.1% |
| 5Y | +37.2% | -20.6% | +57.8% | +39.1% |
| All | +144.7% | +8.8% | +136.0% | +168.4% |
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