Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • BMY vs QBTS✓SelectedUSD · QBTSBMY vs QBTS performance historyLatest closeAs of-3.19%09/08
Stock and ETF performance explorer

BMY vs QBTS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+22.5%
QBTS return
+1,677.7%
Excess return
-1,655.2%
Maximum drawdown
-31.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioQBTSExcessAlpha
1D-3.2%+6.6%-9.8%-3.2%
7D-3.3%+6.8%-10.2%-3.4%
30D0.0%-14.9%+14.8%+0.1%
3M+17.7%-31.6%+49.3%+18.0%
6M+9.6%-4.9%+14.6%+9.3%
YTD+24.0%-32.4%+56.4%+23.9%
1Y+45.1%+14.6%+30.5%+44.1%
3Y+22.5%+1,839.6%-1,817.1%+11.9%
All+22.5%+1,677.7%-1,655.2%+11.9%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling