-44.7%
IONQ vs REGN
+45.3%
-90.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.5% |
| 7D | -8.9% | +14.4% | -23.3% | -9.1% |
| 30D | -31.3% | +28.1% | -59.4% | -32.1% |
| 3M | -29.2% | +22.5% | -51.7% | -29.6% |
| 6M | -35.4% | +31.6% | -67.0% | -34.7% |
| YTD | -34.2% | +21.0% | -55.2% | -33.7% |
| 1Y | -44.7% | +49.0% | -93.6% | -37.9% |
| All | -44.7% | +45.3% | -90.0% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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