+42.3%
BSX vs QBTS
+61.8%
-19.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | +2.0% | -2.4% | +4.5% | +2.1% |
| 30D | +0.1% | -22.5% | +22.6% | +0.4% |
| 3M | -2.1% | -40.0% | +37.9% | -1.7% |
| 6M | -33.8% | -12.3% | -21.5% | -33.9% |
| YTD | -49.9% | -36.6% | -13.3% | -49.8% |
| 1Y | -55.4% | +8.4% | -63.9% | -55.8% |
| 3Y | -10.9% | +1,380.4% | -1,391.2% | -14.4% |
| 5Y | +6.4% | +69.7% | -63.3% | 0.0% |
| All | +42.3% | +61.8% | -19.5% | +40.7% |
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