+153.0%
FTNT vs QBTS
+77.0%
+75.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | -0.1% |
| 7D | +1.7% | +3.8% | -2.1% | +1.6% |
| 30D | -4.3% | -15.2% | +10.9% | -3.8% |
| 3M | +13.6% | -27.2% | +40.8% | +14.5% |
| 6M | +87.6% | -10.1% | +97.7% | +86.8% |
| YTD | +98.0% | -34.5% | +132.5% | +98.6% |
| 1Y | +96.9% | +6.0% | +90.9% | +93.6% |
| 3Y | +145.4% | +1,779.3% | -1,633.9% | +111.4% |
| 5Y | +153.0% | +75.4% | +77.6% | +106.0% |
| All | +153.0% | +77.0% | +75.9% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling