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  • QBTS vs BLDR✓SelectedUSD · BLDRQBTS vs BLDR performance historyLatest closeAs of+6.57%09/08
Stock and ETF performance explorer

QBTS vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,839.6%
BLDR return
-54.9%
Excess return
+1,894.5%
Maximum drawdown
-71.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D+6.6%-4.9%+11.5%+8.5%
7D+6.8%-0.3%+7.2%+6.7%
30D-14.9%-16.2%+1.3%-9.0%
3M-31.6%-14.4%-17.2%-28.6%
6M-4.9%-32.8%+27.8%+9.3%
YTD-32.4%-39.2%+6.7%-19.9%
1Y+14.6%-57.7%+72.3%+57.0%
3Y+1,839.6%-55.3%+1,894.9%+1,816.8%
All+1,839.6%-54.9%+1,894.5%+1,816.8%

Cumulative growth

Daily Returns

Daily percentage return beside BLDR.

Daily Out/Under-Performance

Portfolio return minus BLDR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BLDR 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 BLDR 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