+104.5%
FTNT vs QBTS
+7.2%
+97.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -5.8% | -2.4% | -3.4% | -5.7% |
| 30D | -4.8% | -22.5% | +17.7% | -3.4% |
| 3M | +4.4% | -40.0% | +44.4% | +7.1% |
| 6M | +88.8% | -12.3% | +101.1% | +87.7% |
| YTD | +96.8% | -36.6% | +133.4% | +97.8% |
| 1Y | +104.5% | +8.4% | +96.0% | +97.2% |
| All | +104.5% | +7.2% | +97.3% | +97.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling