+513.4%
FTNT vs QBTS
+72.4%
+441.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | +0.5% |
| 7D | -2.7% | +6.8% | -9.5% | -2.9% |
| 30D | -1.4% | -14.9% | +13.5% | -0.9% |
| 3M | +10.1% | -31.6% | +41.7% | +11.1% |
| 6M | +88.2% | -4.9% | +93.2% | +87.0% |
| YTD | +98.3% | -32.4% | +130.7% | +98.7% |
| 1Y | +96.0% | +14.6% | +81.4% | +92.2% |
| 3Y | +145.8% | +1,839.6% | -1,693.8% | +111.3% |
| 5Y | +154.6% | +81.2% | +73.4% | +117.1% |
| All | +513.4% | +72.4% | +441.0% | +410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling