+74.1%
QBTS vs INSM
+213.5%
-139.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +6.8% |
| 7D | +6.8% | +2.8% | +4.1% | +6.3% |
| 30D | -14.9% | -4.7% | -10.1% | -14.3% |
| 3M | -31.6% | +32.6% | -64.2% | -36.1% |
| 6M | -4.9% | -10.9% | +5.9% | -5.2% |
| YTD | -32.4% | -28.2% | -4.2% | -30.0% |
| 1Y | +14.6% | -14.9% | +29.4% | +14.9% |
| 3Y | +1,839.6% | +375.6% | +1,464.0% | +1,266.6% |
| 5Y | +81.2% | +349.1% | -267.9% | +22.3% |
| All | +74.1% | +213.5% | -139.4% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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