+91.5%
CSCO vs QBTS
-2.5%
+94.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -6.2% |
| 7D | +1.9% | -10.5% | +12.4% | +2.2% |
| 30D | -15.8% | -20.5% | +4.7% | -15.4% |
| 3M | -15.4% | -54.3% | +38.9% | -14.0% |
| 6M | -5.4% | -55.4% | +50.0% | -4.0% |
| YTD | +26.5% | -63.4% | +89.9% | +28.3% |
| 1Y | +25.9% | -59.1% | +85.0% | +27.3% |
| 3Y | +97.5% | +1,216.8% | -1,119.3% | +88.7% |
| All | +91.5% | -2.5% | +94.1% | +68.4% |
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