+65.5%
QBTS vs BBIO
+24.5%
+41.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.3% | -3.2% | +4.5% | +1.9% |
| 30D | -19.0% | -13.6% | -5.4% | -16.9% |
| 3M | -29.5% | +7.2% | -36.7% | -30.5% |
| 6M | -11.2% | +1.5% | -12.6% | -11.5% |
| YTD | -35.8% | -5.3% | -30.5% | -35.4% |
| 1Y | +1.7% | +37.7% | -36.0% | -3.6% |
| 3Y | +1,470.1% | +153.9% | +1,316.2% | +1,236.2% |
| 5Y | +72.3% | +43.9% | +28.4% | +37.2% |
| All | +65.5% | +24.5% | +41.0% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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