+711.1%
AVGO vs QBTS
+77.0%
+634.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | -0.8% | +3.8% | -4.6% | -1.1% |
| 30D | -13.7% | -15.2% | +1.5% | -12.8% |
| 3M | -6.9% | -27.2% | +20.3% | -5.2% |
| 6M | +5.8% | -10.1% | +15.9% | +5.1% |
| YTD | +5.7% | -34.5% | +40.2% | +6.8% |
| 1Y | +9.0% | +6.0% | +3.0% | +5.8% |
| 3Y | +340.5% | +1,779.3% | -1,438.7% | +249.6% |
| 5Y | +711.1% | +75.4% | +635.6% | +502.4% |
| All | +711.1% | +77.0% | +634.0% | +502.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling