-59.1%
QBTS vs BIIB
+56.8%
-116.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | -10.5% | +2.0% | -12.5% | -10.5% |
| 30D | -20.5% | +8.8% | -29.4% | -20.2% |
| 3M | -54.3% | +20.3% | -74.6% | -53.9% |
| 6M | -55.4% | +23.9% | -79.3% | -54.7% |
| YTD | -63.4% | +44.0% | -107.4% | -62.8% |
| 1Y | -59.1% | +53.8% | -113.0% | -59.2% |
| All | -59.1% | +56.8% | -116.0% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling