-65.1%
QBTS vs NTNX
-9.1%
-56.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | -11.8% | -12.3% | +0.5% | -6.4% |
| 30D | -33.6% | -13.2% | -20.4% | -29.1% |
| 3M | -52.5% | +3.6% | -56.0% | -52.7% |
| 6M | -50.4% | +45.7% | -96.0% | -56.8% |
| YTD | -60.3% | +23.2% | -83.5% | -64.6% |
| 1Y | -65.1% | -9.1% | -56.0% | -65.8% |
| All | -65.1% | -9.1% | -56.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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