+100.9%
JNJ vs QBTS
-2.5%
+103.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | +3.5% | -10.5% | +13.9% | +3.4% |
| 30D | +12.5% | -20.5% | +33.1% | +12.5% |
| 3M | +9.6% | -54.3% | +63.8% | +9.3% |
| 6M | +25.3% | -55.4% | +80.8% | +25.1% |
| YTD | +40.3% | -63.4% | +103.7% | +40.0% |
| 1Y | +49.6% | -59.1% | +108.8% | +49.3% |
| 3Y | +110.8% | +1,216.8% | -1,106.0% | +111.2% |
| All | +100.9% | -2.5% | +103.5% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling