+274.7%
IONQ vs REGN
+68.0%
+206.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.1% |
| 7D | +7.1% | -1.6% | +8.8% | +7.6% |
| 30D | -8.9% | +3.4% | -12.3% | -10.0% |
| 3M | -35.6% | +32.7% | -68.3% | -41.4% |
| 6M | +13.3% | +6.9% | +6.3% | +10.5% |
| YTD | -9.8% | +5.4% | -15.2% | -11.9% |
| 1Y | -1.3% | +45.8% | -47.2% | -15.8% |
| 3Y | +109.3% | -1.5% | +110.8% | +104.8% |
| 5Y | +304.7% | +22.2% | +282.5% | +234.5% |
| All | +274.7% | +68.0% | +206.7% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling