+27.2%
NFLX vs QBTS
+77.0%
-49.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | -8.1% | +3.8% | -11.9% | -8.2% |
| 30D | -0.3% | -15.2% | +14.9% | +0.1% |
| 3M | -6.6% | -27.2% | +20.6% | -6.0% |
| 6M | -22.7% | -10.1% | -12.6% | -23.1% |
| YTD | -18.9% | -34.5% | +15.6% | -18.8% |
| 1Y | -39.8% | +6.0% | -45.8% | -41.0% |
| 3Y | +71.7% | +1,779.3% | -1,707.6% | +47.0% |
| 5Y | +27.2% | +75.4% | -48.2% | -0.2% |
| All | +27.2% | +77.0% | -49.8% | -0.2% |
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