+46.6%
NVO vs QBTS
+67.0%
-20.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | -4.7% | +3.8% | -8.5% | -4.8% |
| 30D | -5.4% | -15.2% | +9.8% | -5.1% |
| 3M | +7.0% | -27.2% | +34.2% | +7.5% |
| 6M | +17.6% | -10.1% | +27.7% | +17.0% |
| YTD | -8.0% | -34.5% | +26.5% | -8.0% |
| 1Y | -13.8% | +6.0% | -19.8% | -15.0% |
| 3Y | -50.3% | +1,779.3% | -1,829.5% | -54.2% |
| 5Y | +0.7% | +75.4% | -74.8% | -7.3% |
| All | +46.6% | +67.0% | -20.5% | +30.3% |
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