+141.6%
FTNT vs QBTS
+1,750.8%
-1,609.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | 0.0% |
| 7D | +1.7% | +3.8% | -2.1% | +1.6% |
| 30D | -4.3% | -15.2% | +10.9% | -3.6% |
| 3M | +13.6% | -27.2% | +40.8% | +14.8% |
| 6M | +87.6% | -10.1% | +97.7% | +86.4% |
| YTD | +98.0% | -34.5% | +132.5% | +98.7% |
| 1Y | +96.9% | +6.0% | +90.9% | +92.3% |
| All | +141.6% | +1,750.8% | -1,609.2% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling