+274.7%
IONQ vs VEEV
-3.3%
+278.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +4.8% |
| 7D | +7.1% | -5.2% | +12.3% | +10.7% |
| 30D | -8.9% | +14.9% | -23.8% | -18.0% |
| 3M | -35.6% | +58.4% | -93.9% | -54.3% |
| 6M | +13.3% | +35.5% | -22.2% | -12.0% |
| YTD | -9.8% | +18.6% | -28.4% | -23.1% |
| 1Y | -1.3% | -6.3% | +5.0% | -1.3% |
| 3Y | +109.3% | +20.2% | +89.0% | +59.0% |
| 5Y | +304.7% | -13.8% | +318.5% | +281.3% |
| All | +274.7% | -3.3% | +278.1% | +235.6% |
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 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