+142.4%
GILD vs QBTS
+72.5%
+70.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -4.8% | +1.3% | -6.1% | -4.8% |
| 30D | +5.8% | -19.0% | +24.8% | +6.0% |
| 3M | +14.9% | -29.5% | +44.4% | +15.2% |
| 6M | -0.4% | -11.2% | +10.8% | -0.5% |
| YTD | +18.5% | -35.8% | +54.3% | +18.6% |
| 1Y | +25.1% | +1.7% | +23.4% | +24.3% |
| 3Y | +105.9% | +1,470.1% | -1,364.2% | +98.6% |
| All | +142.4% | +72.5% | +70.0% | +128.4% |
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