+12.9%
ABT vs QBTS
+61.8%
-48.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -3.7% | -2.4% | -1.3% | -3.7% |
| 30D | +2.5% | -22.5% | +25.0% | +2.4% |
| 3M | +20.2% | -40.0% | +60.2% | +20.1% |
| 6M | -2.9% | -12.3% | +9.4% | -3.0% |
| YTD | -11.9% | -36.6% | +24.7% | -12.0% |
| 1Y | -16.5% | +8.4% | -25.0% | -16.6% |
| 3Y | +12.1% | +1,380.4% | -1,368.2% | +9.0% |
| 5Y | -7.4% | +69.7% | -77.1% | -11.6% |
| All | +12.9% | +61.8% | -48.9% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling