+265.9%
IONQ vs VEEV
+0.4%
+265.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +3.4% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | -1.0% | +28.8% | -29.9% | -17.1% |
| 3M | -39.8% | +54.0% | -93.8% | -56.3% |
| 6M | +6.4% | +46.0% | -39.5% | -21.5% |
| YTD | -11.9% | +23.2% | -35.2% | -26.7% |
| 1Y | -6.2% | +1.9% | -8.0% | -11.5% |
| 3Y | +125.7% | +27.0% | +98.7% | +65.2% |
| 5Y | +296.0% | -13.4% | +309.4% | +268.6% |
| All | +265.9% | +0.4% | +265.5% | +220.2% |
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