+74.1%
QBTS vs NVS
+87.9%
-13.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -13.9% | +20.5% | +7.6% |
| 7D | +6.8% | -14.6% | +21.4% | +8.0% |
| 30D | -14.9% | -11.9% | -3.0% | -14.3% |
| 3M | -31.6% | -6.0% | -25.6% | -31.9% |
| 6M | -4.9% | -11.4% | +6.4% | -4.6% |
| YTD | -32.4% | +2.9% | -35.3% | -33.4% |
| 1Y | +14.6% | +10.2% | +4.4% | +12.0% |
| 3Y | +1,839.6% | +55.3% | +1,784.3% | +1,674.1% |
| 5Y | +81.2% | +89.6% | -8.4% | +72.5% |
| All | +74.1% | +87.9% | -13.8% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling