+202.0%
IONQ vs VEEV
+10.9%
+191.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +24.7% |
| 7D | +8.6% | -2.9% | +11.5% | +10.4% |
| 30D | -21.1% | +7.5% | -28.6% | -25.0% |
| 3M | -17.9% | +39.5% | -57.3% | -35.0% |
| 6M | -37.9% | +81.5% | -119.4% | -60.7% |
| YTD | -27.3% | +36.1% | -63.4% | -43.6% |
| 1Y | -43.2% | +4.3% | -47.5% | -46.8% |
| 3Y | +191.0% | +54.8% | +136.1% | +82.2% |
| 5Y | +69.3% | -4.7% | +74.0% | +48.6% |
| All | +202.0% | +10.9% | +191.2% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling