+247.2%
ABBV vs QBTS
-6.7%
+254.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | +1.3% | -10.5% | +11.8% | +1.3% |
| 30D | +4.7% | -20.5% | +25.2% | +4.7% |
| 3M | +18.3% | -54.3% | +72.6% | +18.2% |
| 6M | +43.4% | -55.4% | +98.8% | +43.3% |
| YTD | +33.0% | -63.4% | +96.4% | +32.8% |
| 1Y | +30.8% | -59.1% | +89.9% | +30.6% |
| 3Y | +135.1% | +1,216.8% | -1,081.7% | +136.4% |
| 5Y | +201.2% | -2.6% | +203.9% | +202.0% |
| All | +247.2% | -6.7% | +254.0% | +252.1% |
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