+103.4%
JNJ vs QBTS
+63.9%
+39.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.5% | +1.3% | -4.8% | -3.5% |
| 30D | +2.3% | -19.0% | +21.3% | +2.2% |
| 3M | +12.0% | -29.5% | +41.5% | +11.9% |
| 6M | +10.5% | -11.2% | +21.6% | +10.5% |
| YTD | +30.4% | -35.8% | +66.1% | +30.3% |
| 1Y | +52.1% | +1.7% | +50.4% | +52.2% |
| 3Y | +77.8% | +1,470.1% | -1,392.3% | +78.2% |
| 5Y | +82.9% | +72.3% | +10.6% | +81.2% |
| All | +103.4% | +63.9% | +39.5% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling