+3.9%
QBTS vs GSK
+22.9%
-19.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.9% |
| 7D | -1.0% | -5.4% | +4.5% | -2.0% |
| 30D | -17.6% | -4.6% | -13.0% | -18.2% |
| 3M | -28.3% | -5.1% | -23.2% | -28.9% |
| 6M | -11.2% | -11.4% | +0.2% | -13.3% |
| YTD | -36.3% | +0.7% | -37.0% | -35.8% |
| 1Y | +3.9% | +23.0% | -19.2% | +16.0% |
| All | +3.9% | +22.9% | -19.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling