+30.2%
BMY vs QBTS
-4.0%
+34.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.6% | +6.7% | -0.9% |
| 7D | -1.3% | +8.7% | -10.0% | -1.4% |
| 30D | +10.0% | -26.5% | +36.4% | +10.2% |
| 3M | -1.2% | -52.6% | +51.4% | -0.7% |
| 6M | +12.8% | -56.0% | +68.8% | +13.2% |
| YTD | +20.7% | -62.4% | +83.0% | +21.1% |
| 1Y | +32.6% | -62.7% | +95.4% | +33.0% |
| 3Y | +41.8% | +1,266.7% | -1,224.8% | +36.8% |
| 5Y | +29.0% | +0.2% | +28.8% | +27.7% |
| All | +30.2% | -4.0% | +34.2% | +32.1% |
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