+161.4%
CSCO vs QBTS
+2.2%
+159.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | -0.3% |
| 7D | -4.7% | +1.1% | -5.7% | -4.7% |
| 30D | -17.1% | -28.1% | +11.0% | -16.5% |
| 3M | -19.6% | -48.1% | +28.5% | -18.6% |
| 6M | +2.4% | -53.6% | +56.0% | +3.7% |
| YTD | +29.8% | -59.9% | +89.7% | +31.4% |
| 1Y | +38.7% | -64.3% | +103.0% | +40.4% |
| 3Y | +101.3% | +1,355.6% | -1,254.2% | +91.7% |
| 5Y | +94.8% | +6.6% | +88.2% | +76.6% |
| All | +161.4% | +2.2% | +159.2% | +141.9% |
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