-47.7%
ADBE vs QBTS
+62.5%
-110.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.3% |
| 7D | -12.9% | -1.0% | -12.0% | -12.9% |
| 30D | -5.6% | -17.6% | +12.0% | -5.2% |
| 3M | +6.6% | -28.3% | +35.0% | +7.2% |
| 6M | -9.6% | -11.2% | +1.6% | -10.0% |
| YTD | -28.9% | -36.3% | +7.4% | -28.8% |
| 1Y | -28.9% | +3.9% | -32.8% | -30.3% |
| 3Y | -55.6% | +1,728.8% | -1,784.4% | -62.4% |
| 5Y | -62.2% | +70.9% | -133.1% | -69.0% |
| All | -47.7% | +62.5% | -110.3% | -58.1% |
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