-2.9%
QBTS vs BIIB
-7.5%
+4.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.6% |
| 3M | -54.3% | +20.3% | -74.6% | -54.4% |
| 6M | -55.4% | +23.9% | -79.3% | -55.6% |
| YTD | -63.4% | +44.0% | -107.4% | -63.8% |
| 1Y | -59.1% | +53.8% | -113.0% | -59.6% |
| 3Y | +1,216.8% | +13.8% | +1,203.0% | +1,183.0% |
| All | -2.9% | -7.5% | +4.5% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling