+72.0%
QBTS vs NTNX
+54.0%
+17.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | +1.3% | -3.1% | +4.5% | +2.3% |
| 30D | -19.0% | +2.0% | -21.0% | -19.4% |
| 3M | -29.5% | +34.0% | -63.4% | -35.2% |
| 6M | -11.2% | +72.4% | -83.5% | -24.8% |
| YTD | -35.8% | +27.5% | -63.3% | -40.9% |
| 1Y | +1.7% | -18.7% | +20.4% | +5.1% |
| 3Y | +1,470.1% | +80.8% | +1,389.3% | +1,312.2% |
| All | +72.0% | +54.0% | +17.9% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling