+98.2%
AMGN vs QBTS
+63.9%
+34.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.3% |
| 7D | -13.7% | +1.3% | -15.0% | -13.7% |
| 30D | -8.8% | -19.0% | +10.2% | -8.7% |
| 3M | +7.2% | -29.5% | +36.7% | +7.3% |
| 6M | +1.3% | -11.2% | +12.4% | +1.2% |
| YTD | +17.6% | -35.8% | +53.4% | +17.6% |
| 1Y | +37.2% | +1.7% | +35.5% | +37.0% |
| 3Y | +57.7% | +1,470.1% | -1,412.4% | +55.4% |
| 5Y | +106.3% | +72.3% | +33.9% | +100.0% |
| All | +98.2% | +63.9% | +34.3% | +98.0% |
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