+74.1%
QBTS vs DXCM
-1.3%
+75.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.8% | +10.4% | +7.3% |
| 7D | +6.8% | -6.2% | +13.1% | +8.0% |
| 30D | -14.9% | -0.3% | -14.6% | -14.9% |
| 3M | -31.6% | +10.3% | -41.9% | -33.1% |
| 6M | -4.9% | +24.1% | -29.1% | -9.2% |
| YTD | -32.4% | +27.4% | -59.8% | -35.6% |
| 1Y | +14.6% | +8.4% | +6.2% | +11.5% |
| 3Y | +1,839.6% | -19.0% | +1,858.6% | +1,821.4% |
| 5Y | +81.2% | -38.6% | +119.8% | +83.6% |
| All | +74.1% | -1.3% | +75.4% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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