+63.3%
QBTS vs BIIB
-9.0%
+72.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -2.4% | +1.1% | -3.5% | -2.4% |
| 30D | -22.5% | +6.9% | -29.4% | -22.6% |
| 3M | -40.0% | +12.4% | -52.4% | -40.2% |
| 6M | -12.3% | +16.3% | -28.6% | -12.8% |
| YTD | -36.6% | +25.5% | -62.1% | -37.0% |
| 1Y | +8.4% | +57.8% | -49.4% | +7.0% |
| 3Y | +1,380.4% | -17.3% | +1,397.7% | +1,350.7% |
| 5Y | +69.7% | -33.8% | +103.5% | +70.6% |
| All | +63.3% | -9.0% | +72.3% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling