+78.7%
ISRG vs QBTS
+4.2%
+74.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.0% | -21.4% | -3.8% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +9.2% | -29.8% | +39.1% | +10.2% |
| 3M | +21.2% | -45.0% | +66.1% | +22.9% |
| 6M | +0.2% | -55.2% | +55.4% | +1.7% |
| YTD | -20.1% | -59.2% | +39.1% | -19.0% |
| 1Y | -17.3% | -62.4% | +45.0% | -16.3% |
| 3Y | +63.3% | +1,264.0% | -1,200.7% | +44.4% |
| 5Y | +24.1% | +8.8% | +15.3% | +4.2% |
| All | +78.7% | +4.2% | +74.5% | +48.7% |
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