+191.0%
IONQ vs VEEV
+56.3%
+134.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +24.2% |
| 7D | +8.6% | -2.9% | +11.5% | +9.7% |
| 30D | -21.1% | +7.5% | -28.6% | -23.5% |
| 3M | -17.9% | +39.5% | -57.3% | -28.7% |
| 6M | -37.9% | +81.5% | -119.4% | -53.1% |
| YTD | -27.3% | +36.1% | -63.4% | -36.9% |
| 1Y | -43.2% | +4.3% | -47.5% | -44.2% |
| 3Y | +191.0% | +54.8% | +136.1% | +116.6% |
| All | +191.0% | +56.3% | +134.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 3y: compounded portfolio wealth divided by compounded VEEV 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…
3y analysis · Full analysis span regression · 6 months rolling