+110.7%
JNJ vs QBTS
+61.8%
+49.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.2% |
| 7D | +2.7% | -2.4% | +5.1% | +2.7% |
| 30D | +7.4% | -22.5% | +29.9% | +7.3% |
| 3M | +21.2% | -40.0% | +61.2% | +21.1% |
| 6M | +13.4% | -12.3% | +25.7% | +13.4% |
| YTD | +35.1% | -36.6% | +71.7% | +35.0% |
| 1Y | +57.4% | +8.4% | +49.0% | +57.6% |
| 3Y | +86.8% | +1,380.4% | -1,293.6% | +87.2% |
| 5Y | +80.8% | +69.7% | +11.1% | +79.1% |
| All | +110.7% | +61.8% | +49.0% | +115.9% |
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