+65.5%
QBTS vs BDX
+6.2%
+59.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +1.3% | -3.2% | +4.5% | +1.5% |
| 30D | -19.0% | -2.5% | -16.4% | -18.9% |
| 3M | -29.5% | +21.4% | -50.9% | -30.8% |
| 6M | -11.2% | +10.4% | -21.6% | -11.7% |
| YTD | -35.8% | +18.8% | -54.6% | -36.8% |
| 1Y | +1.7% | +21.7% | -20.0% | -0.4% |
| 3Y | +1,470.1% | -10.0% | +1,480.0% | +1,489.3% |
| 5Y | +72.3% | -1.8% | +74.1% | +77.8% |
| All | +65.5% | +6.2% | +59.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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