+63.3%
ISRG vs QBTS
+1,081.4%
-1,018.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.0% | -21.4% | -3.9% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +9.2% | -29.8% | +39.1% | +10.4% |
| 3M | +21.2% | -45.0% | +66.1% | +23.3% |
| 6M | +0.2% | -55.2% | +55.4% | +2.1% |
| YTD | -20.1% | -59.2% | +39.1% | -18.8% |
| 1Y | -17.3% | -62.4% | +45.0% | -16.1% |
| 3Y | +63.3% | +1,264.0% | -1,200.7% | +35.9% |
| All | +63.3% | +1,081.4% | -1,018.1% | +35.9% |
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