+106.1%
JNJ vs QBTS
+72.4%
+33.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.8% | -2.2% |
| 7D | -0.8% | +6.8% | -7.6% | -0.7% |
| 30D | +4.3% | -14.9% | +19.2% | +4.3% |
| 3M | +16.5% | -31.6% | +48.1% | +16.4% |
| 6M | +13.1% | -4.9% | +18.1% | +13.2% |
| YTD | +32.1% | -32.4% | +64.6% | +32.1% |
| 1Y | +54.5% | +14.6% | +39.9% | +54.6% |
| 3Y | +82.5% | +1,839.6% | -1,757.1% | +83.1% |
| 5Y | +80.0% | +81.2% | -1.2% | +78.3% |
| All | +106.1% | +72.4% | +33.7% | +111.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling