+200.8%
ABBV vs QBTS
+63.9%
+136.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +0.3% | +1.3% | -1.1% | +0.3% |
| 30D | +3.4% | -19.0% | +22.4% | +3.3% |
| 3M | +15.2% | -29.5% | +44.7% | +15.2% |
| 6M | +14.7% | -11.2% | +25.8% | +14.6% |
| YTD | +15.2% | -35.8% | +50.9% | +15.1% |
| 1Y | +20.4% | +1.7% | +18.7% | +20.2% |
| 3Y | +91.3% | +1,470.1% | -1,378.7% | +92.1% |
| 5Y | +189.6% | +72.3% | +117.3% | +189.9% |
| All | +200.8% | +63.9% | +136.9% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 10y: compounded portfolio wealth divided by compounded QBTS 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…
10y analysis · Full analysis span regression · 6 months rolling