+795.8%
LLY vs QBTS
+4.2%
+791.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.0% | -18.8% | -0.9% |
| 7D | -4.5% | +0.3% | -4.8% | -4.5% |
| 30D | +13.9% | -29.8% | +43.7% | +14.1% |
| 3M | +13.8% | -45.0% | +58.7% | +14.1% |
| 6M | +37.6% | -55.2% | +92.8% | +38.0% |
| YTD | +26.6% | -59.2% | +85.8% | +26.9% |
| 1Y | +45.3% | -62.4% | +107.7% | +45.6% |
| 3Y | +132.2% | +1,264.0% | -1,131.8% | +127.3% |
| 5Y | +434.7% | +8.8% | +425.9% | +410.6% |
| All | +795.8% | +4.2% | +791.6% | +729.7% |
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