+1,470.1%
QBTS vs NTNX
+82.3%
+1,387.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.4% |
| 7D | +1.3% | -3.1% | +4.5% | +3.0% |
| 30D | -19.0% | +2.0% | -21.0% | -19.8% |
| 3M | -29.5% | +34.0% | -63.4% | -39.5% |
| 6M | -11.2% | +72.4% | -83.5% | -34.8% |
| YTD | -35.8% | +27.5% | -63.3% | -44.7% |
| 1Y | +1.7% | -18.7% | +20.4% | +11.5% |
| 3Y | +1,470.1% | +80.8% | +1,389.3% | +569.2% |
| All | +1,470.1% | +82.3% | +1,387.8% | +569.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling