+45.4%
GILD vs QBTS
-66.5%
+111.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +9.6% | -11.8% | +21.4% | +9.6% |
| 30D | +20.6% | -33.6% | +54.3% | +20.8% |
| 3M | +29.7% | -52.5% | +82.2% | +30.0% |
| 6M | +33.1% | -50.4% | +83.5% | +33.6% |
| YTD | +44.7% | -60.3% | +105.0% | +43.4% |
| 1Y | +45.4% | -65.1% | +110.5% | +44.3% |
| All | +45.4% | -66.5% | +111.9% | +44.3% |
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 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