+65.5%
QBTS vs NTNX
+114.7%
-49.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | +1.3% | -3.1% | +4.5% | +2.2% |
| 30D | -19.0% | +2.0% | -21.0% | -19.4% |
| 3M | -29.5% | +34.0% | -63.4% | -34.7% |
| 6M | -11.2% | +72.4% | -83.5% | -23.7% |
| YTD | -35.8% | +27.5% | -63.3% | -40.5% |
| 1Y | +1.7% | -18.7% | +20.4% | +4.7% |
| 3Y | +1,470.1% | +80.8% | +1,389.3% | +1,326.5% |
| 5Y | +72.3% | +54.5% | +17.8% | +63.5% |
| All | +65.5% | +114.7% | -49.1% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling