+6.0%
QBTS vs FSLY
+205.2%
-199.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.7% | -8.8% | -3.8% |
| 7D | +3.8% | +11.2% | -7.3% | +2.5% |
| 30D | -15.2% | -18.2% | +3.0% | -13.4% |
| 3M | -27.2% | +21.9% | -49.1% | -28.6% |
| 6M | -10.1% | +4.0% | -14.1% | -11.0% |
| YTD | -34.5% | +123.1% | -157.6% | -37.5% |
| 1Y | +6.0% | +196.9% | -190.9% | +8.6% |
| All | +6.0% | +205.2% | -199.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling