+64.1%
QBTS vs ALNY
+95.8%
-31.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.2% |
| 7D | -1.0% | -6.4% | +5.5% | -0.2% |
| 30D | -17.6% | +11.9% | -29.5% | -18.8% |
| 3M | -28.3% | -15.0% | -13.3% | -27.9% |
| 6M | -11.2% | -23.2% | +12.0% | -9.4% |
| YTD | -36.3% | -37.8% | +1.5% | -33.3% |
| 1Y | +3.9% | -47.3% | +51.1% | +11.0% |
| 3Y | +1,728.8% | +22.9% | +1,705.9% | +1,610.8% |
| 5Y | +70.9% | +30.6% | +40.3% | +60.6% |
| All | +64.1% | +95.8% | -31.6% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling