+13.0%
QBTS vs DXCM
-5.3%
+18.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +7.0% |
| 7D | +13.7% | -4.4% | +18.0% | +14.4% |
| 30D | -21.3% | -3.6% | -17.7% | -20.9% |
| 3M | -44.7% | -4.3% | -40.4% | -44.5% |
| 6M | -49.2% | +33.8% | -82.9% | -52.3% |
| YTD | -56.1% | +22.1% | -78.3% | -58.0% |
| 1Y | -61.1% | +47.4% | -108.5% | -63.8% |
| 3Y | +1,511.0% | -12.3% | +1,523.2% | +1,473.7% |
| 5Y | +16.6% | -49.1% | +65.7% | +19.7% |
| All | +13.0% | -5.3% | +18.3% | +12.8% |
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