+65.5%
QBTS vs NVS
+87.2%
-21.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +1.3% | -14.3% | +15.6% | +2.3% |
| 30D | -19.0% | -10.0% | -9.0% | -18.6% |
| 3M | -29.5% | -10.9% | -18.6% | -29.2% |
| 6M | -11.2% | -12.0% | +0.8% | -10.8% |
| YTD | -35.8% | +2.5% | -38.3% | -36.6% |
| 1Y | +1.7% | +10.7% | -9.0% | -0.7% |
| 3Y | +1,470.1% | +53.3% | +1,416.8% | +1,337.4% |
| 5Y | +72.3% | +93.6% | -21.3% | +63.8% |
| All | +65.5% | +87.2% | -21.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling