+822.1%
AVGO vs QBTS
+2.2%
+819.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.6% | +12.5% | +4.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -8.2% | -28.1% | +19.9% | -6.0% |
| 3M | -21.3% | -48.1% | +26.8% | -17.5% |
| 6M | -22.5% | -53.6% | +31.0% | -19.0% |
| YTD | -3.6% | -59.9% | +56.4% | +0.9% |
| 1Y | -6.7% | -64.3% | +57.6% | -2.1% |
| 3Y | +258.1% | +1,355.6% | -1,097.4% | +192.2% |
| 5Y | +560.9% | +6.6% | +554.3% | +430.1% |
| All | +822.1% | +2.2% | +819.9% | +650.0% |
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 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