+12.4%
ABT vs QBTS
-4.0%
+16.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.6% | +5.7% | -1.9% |
| 7D | -5.6% | +8.7% | -14.3% | -5.5% |
| 30D | +5.2% | -26.5% | +31.6% | +5.1% |
| 3M | -2.7% | -52.6% | +49.9% | -2.9% |
| 6M | +28.8% | -56.0% | +84.8% | +28.6% |
| YTD | -12.3% | -62.4% | +50.1% | -12.5% |
| 1Y | -14.7% | -62.7% | +48.1% | -14.9% |
| 3Y | +21.6% | +1,266.7% | -1,245.1% | +17.9% |
| 5Y | -7.8% | +0.2% | -8.0% | -11.9% |
| All | +12.4% | -4.0% | +16.4% | +9.1% |
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 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