+65.5%
QBTS vs BMRN
-15.6%
+81.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | -19.0% | -6.5% | -12.5% | -17.4% |
| 3M | -29.5% | +18.3% | -47.7% | -33.6% |
| 6M | -11.2% | +8.9% | -20.0% | -14.6% |
| YTD | -35.8% | +10.5% | -46.3% | -38.6% |
| 1Y | +1.7% | +17.5% | -15.8% | -5.2% |
| 3Y | +1,470.1% | -27.7% | +1,497.8% | +1,509.3% |
| 5Y | +72.3% | -15.8% | +88.1% | +76.7% |
| All | +65.5% | -15.6% | +81.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling