+892.3%
AVGO vs QBTS
+61.8%
+830.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | -3.0% | -2.4% | -0.5% | -2.8% |
| 30D | -14.4% | -22.5% | +8.1% | -12.9% |
| 3M | -14.4% | -40.0% | +25.6% | -11.7% |
| 6M | +13.1% | -12.3% | +25.5% | +12.7% |
| YTD | +3.8% | -36.6% | +40.4% | +5.2% |
| 1Y | +17.8% | +8.4% | +9.3% | +14.1% |
| 3Y | +325.3% | +1,380.4% | -1,055.1% | +238.8% |
| 5Y | +689.9% | +69.7% | +620.2% | +512.2% |
| All | +892.3% | +61.8% | +830.6% | +681.4% |
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 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