+190.3%
CSCO vs QBTS
+67.0%
+123.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.4% | +0.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.1% |
| 30D | -10.7% | -15.2% | +4.5% | -10.4% |
| 3M | -8.7% | -27.2% | +18.5% | -8.3% |
| 6M | +44.9% | -10.1% | +55.0% | +44.7% |
| YTD | +44.1% | -34.5% | +78.7% | +44.4% |
| 1Y | +65.9% | +6.0% | +59.9% | +64.4% |
| 3Y | +109.0% | +1,779.3% | -1,670.2% | +97.2% |
| 5Y | +114.8% | +75.4% | +39.3% | +92.5% |
| All | +190.3% | +67.0% | +123.3% | +166.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling