+395.6%
FTNT vs QBTS
-6.7%
+402.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.7% |
| 7D | +7.1% | -10.5% | +17.5% | +7.4% |
| 30D | -30.9% | -20.5% | -10.3% | -30.4% |
| 3M | -23.1% | -54.3% | +31.2% | -21.2% |
| 6M | +8.1% | -55.4% | +63.5% | +10.4% |
| YTD | +60.2% | -63.4% | +123.6% | +63.7% |
| 1Y | +57.0% | -59.1% | +116.1% | +59.6% |
| 3Y | +152.9% | +1,216.8% | -1,063.9% | +120.9% |
| 5Y | +85.9% | -2.6% | +88.5% | +61.9% |
| All | +395.6% | -6.7% | +402.3% | +320.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling