-3.1%
BSX vs QBTS
+71.2%
-74.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.5% | -4.1% |
| 7D | -8.2% | -1.0% | -7.2% | -8.2% |
| 30D | -15.8% | -17.6% | +1.8% | -15.6% |
| 3M | -10.8% | -28.3% | +17.5% | -10.6% |
| 6M | -38.4% | -11.2% | -27.2% | -38.5% |
| YTD | -54.8% | -36.3% | -18.5% | -54.8% |
| 1Y | -59.0% | +3.9% | -62.9% | -59.3% |
| 3Y | -20.0% | +1,728.8% | -1,748.8% | -23.0% |
| 5Y | -3.1% | +70.9% | -73.9% | -10.8% |
| All | -3.1% | +71.2% | -74.3% | -10.8% |
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 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