+1,470.1%
QBTS vs REGN
-4.3%
+1,474.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +1.3% | -5.6% | +6.9% | +1.9% |
| 30D | -19.0% | -2.0% | -17.0% | -18.8% |
| 3M | -29.5% | +28.0% | -57.4% | -31.0% |
| 6M | -11.2% | +1.2% | -12.3% | -11.1% |
| YTD | -35.8% | +1.6% | -37.4% | -35.7% |
| 1Y | +1.7% | +38.2% | -36.5% | -0.5% |
| 3Y | +1,470.1% | -5.4% | +1,475.5% | +1,231.7% |
| All | +1,470.1% | -4.3% | +1,474.4% | +1,231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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