+64.1%
QBTS vs BIIB
-11.2%
+75.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.7% |
| 7D | -1.0% | -4.0% | +3.1% | -0.9% |
| 30D | -17.6% | +5.7% | -23.3% | -17.7% |
| 3M | -28.3% | +10.9% | -39.3% | -28.5% |
| 6M | -11.2% | +14.3% | -25.5% | -11.6% |
| YTD | -36.3% | +22.4% | -58.7% | -36.7% |
| 1Y | +3.9% | +51.1% | -47.2% | +2.6% |
| 3Y | +1,728.8% | -16.8% | +1,745.6% | +1,694.6% |
| 5Y | +70.9% | -28.1% | +99.0% | +71.4% |
| All | +64.1% | -11.2% | +75.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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