+65.5%
QBTS vs ALNY
+96.7%
-31.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +1.3% | -6.5% | +7.9% | +2.1% |
| 30D | -19.0% | +11.0% | -30.0% | -20.1% |
| 3M | -29.5% | -14.1% | -15.4% | -29.1% |
| 6M | -11.2% | -22.4% | +11.2% | -9.5% |
| YTD | -35.8% | -37.5% | +1.7% | -32.7% |
| 1Y | +1.7% | -46.9% | +48.6% | +8.6% |
| 3Y | +1,470.1% | +22.1% | +1,448.0% | +1,369.7% |
| 5Y | +72.3% | +31.2% | +41.1% | +61.8% |
| All | +65.5% | +96.7% | -31.2% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling