+57.0%
FTNT vs QBTS
-62.5%
+119.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.5% |
| 7D | +7.1% | -10.5% | +17.5% | +8.0% |
| 30D | -30.9% | -20.5% | -10.3% | -29.6% |
| 3M | -23.1% | -54.3% | +31.2% | -18.8% |
| 6M | +8.1% | -55.4% | +63.5% | +14.3% |
| YTD | +60.2% | -63.4% | +123.6% | +66.6% |
| 1Y | +57.0% | -59.1% | +116.1% | +60.7% |
| All | +57.0% | -62.5% | +119.5% | +60.7% |
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