+38.2%
BMY vs QBTS
+61.8%
-23.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.9% |
| 7D | +0.4% | -2.4% | +2.8% | +0.4% |
| 30D | +5.0% | -22.5% | +27.5% | +5.2% |
| 3M | +19.4% | -40.0% | +59.4% | +19.7% |
| 6M | +9.5% | -12.3% | +21.9% | +9.4% |
| YTD | +28.1% | -36.6% | +64.7% | +28.1% |
| 1Y | +50.0% | +8.4% | +41.5% | +49.2% |
| 3Y | +24.1% | +1,380.4% | -1,356.3% | +19.5% |
| 5Y | +25.0% | +69.7% | -44.7% | +23.3% |
| All | +38.2% | +61.8% | -23.5% | +39.8% |
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