-5.8%
QBTS vs INCY
+48.0%
-53.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -10.5% | +1.1% | -11.6% | -10.6% |
| 30D | -20.5% | +8.4% | -29.0% | -21.8% |
| 3M | -54.3% | +0.4% | -54.6% | -54.3% |
| 6M | -55.4% | +22.4% | -77.8% | -57.9% |
| YTD | -63.4% | +22.5% | -85.9% | -65.4% |
| 1Y | -59.1% | +14.8% | -73.9% | -60.8% |
| 3Y | +1,216.8% | +127.7% | +1,089.1% | +998.3% |
| 5Y | -2.6% | +84.4% | -87.0% | -16.3% |
| All | -5.8% | +48.0% | -53.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 all: compounded portfolio wealth divided by compounded INCY 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…
all analysis · Full analysis span regression · 6 months rolling