+298.3%
ASML vs QBTS
+61.8%
+236.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.2% |
| 30D | +2.2% | -22.5% | +24.7% | +3.6% |
| 3M | -2.3% | -40.0% | +37.7% | +0.2% |
| 6M | +23.0% | -12.3% | +35.3% | +22.6% |
| YTD | +61.1% | -36.6% | +97.7% | +62.8% |
| 1Y | +129.1% | +8.4% | +120.7% | +123.7% |
| 3Y | +165.4% | +1,380.4% | -1,215.0% | +116.3% |
| 5Y | +109.5% | +69.7% | +39.8% | +66.7% |
| All | +298.3% | +61.8% | +236.5% | +218.8% |
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