+14.9%
BMY vs QBTS
-57.3%
+72.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +1.7% |
| 7D | +2.1% | -10.5% | +12.6% | +1.9% |
| 30D | +7.0% | -20.5% | +27.5% | +6.9% |
| 3M | -0.9% | -54.3% | +53.4% | -1.2% |
| 6M | +14.9% | -55.4% | +70.3% | +14.2% |
| All | +14.9% | -57.3% | +72.2% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling