+30.7%
BMY vs QBTS
+8.5%
+22.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -2.0% | +2.6% | -4.6% | -2.0% |
| 30D | +9.3% | -22.5% | +31.7% | +9.4% |
| 3M | -0.1% | -47.4% | +47.3% | +0.3% |
| 6M | +15.5% | -55.7% | +71.1% | +15.9% |
| YTD | +21.8% | -59.3% | +81.1% | +22.1% |
| 1Y | +34.9% | -63.3% | +98.1% | +35.2% |
| 3Y | +43.2% | +1,379.2% | -1,336.0% | +38.2% |
| 5Y | +30.7% | +8.3% | +22.4% | +29.3% |
| All | +30.7% | +8.5% | +22.3% | +29.3% |
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