+64.1%
QBTS vs GSK
+63.0%
+1.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.6% |
| 7D | -1.0% | -5.4% | +4.5% | -0.7% |
| 30D | -17.6% | -4.6% | -13.0% | -17.4% |
| 3M | -28.3% | -5.1% | -23.2% | -28.2% |
| 6M | -11.2% | -11.4% | +0.2% | -10.6% |
| YTD | -36.3% | +0.7% | -37.0% | -36.8% |
| 1Y | +3.9% | +23.0% | -19.2% | +0.3% |
| 3Y | +1,728.8% | +48.0% | +1,680.8% | +1,624.5% |
| 5Y | +70.9% | +48.2% | +22.7% | +69.3% |
| All | +64.1% | +63.0% | +1.2% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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