-8.5%
NFLX vs QBTS
-2.5%
-6.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | -0.8% |
| 7D | -2.0% | -10.5% | +8.5% | -1.7% |
| 30D | -11.9% | -20.5% | +8.6% | -11.4% |
| 3M | -20.6% | -54.3% | +33.7% | -18.9% |
| 6M | -29.0% | -55.4% | +26.4% | -27.8% |
| YTD | -33.7% | -63.4% | +29.7% | -32.6% |
| 1Y | -46.2% | -59.1% | +13.0% | -45.6% |
| 3Y | +39.8% | +1,216.8% | -1,177.0% | +21.3% |
| All | -8.5% | -2.5% | -6.0% | -27.7% |
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 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