+81.2%
QBTS vs FSLY
-54.2%
+135.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.4% | +2.2% | +5.5% |
| 7D | +6.8% | +3.5% | +3.4% | +6.0% |
| 30D | -14.9% | -6.4% | -8.5% | -14.2% |
| 3M | -31.6% | +10.9% | -42.5% | -33.7% |
| 6M | -4.9% | +6.7% | -11.7% | -12.3% |
| YTD | -32.4% | +111.1% | -143.5% | -50.6% |
| 1Y | +14.6% | +185.8% | -171.2% | -25.6% |
| 3Y | +1,839.6% | -6.6% | +1,846.2% | +1,320.6% |
| 5Y | +81.2% | -52.4% | +133.6% | +29.0% |
| All | +81.2% | -54.2% | +135.5% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling