+44.8%
ISRG vs QBTS
+61.8%
-17.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | -2.3% | -22.5% | +20.2% | -1.6% |
| 3M | -12.4% | -40.0% | +27.6% | -11.5% |
| 6M | -26.8% | -12.3% | -14.5% | -27.2% |
| YTD | -35.3% | -36.6% | +1.3% | -35.1% |
| 1Y | -19.3% | +8.4% | -27.8% | -21.0% |
| 3Y | +18.1% | +1,380.4% | -1,362.2% | +3.7% |
| 5Y | +2.6% | +69.7% | -67.1% | -14.8% |
| All | +44.8% | +61.8% | -17.0% | +19.2% |
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