+1,551.4%
QBTS vs BIIB
-18.3%
+1,569.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.8% | +10.3% | +7.0% |
| 7D | +6.8% | -1.6% | +8.5% | +7.0% |
| 30D | -14.9% | +2.2% | -17.1% | -15.1% |
| 3M | -31.6% | +10.3% | -41.9% | -32.8% |
| 6M | -4.9% | +14.9% | -19.9% | -7.8% |
| YTD | -32.4% | +20.7% | -53.2% | -35.0% |
| 1Y | +14.6% | +50.3% | -35.7% | +4.5% |
| All | +1,551.4% | -18.3% | +1,569.7% | +1,651.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling