+6.6%
QBTS vs FSLY
-68.1%
+74.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.6% | -10.3% | -9.0% |
| 7D | +1.1% | -22.9% | +24.0% | +7.3% |
| 30D | -28.1% | -44.6% | +16.5% | -17.4% |
| 3M | -48.1% | -41.5% | -6.6% | -42.0% |
| 6M | -53.6% | -20.8% | -32.7% | -52.2% |
| YTD | -59.9% | +59.5% | -119.5% | -69.4% |
| 1Y | -64.3% | +36.1% | -100.4% | -71.3% |
| 3Y | +1,355.6% | -1.0% | +1,356.5% | +974.9% |
| 5Y | +6.6% | -66.9% | +73.6% | -21.0% |
| All | +6.6% | -68.1% | +74.7% | -21.0% |
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