+64.1%
QBTS vs REGN
+67.4%
-3.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.5% |
| 7D | -1.0% | -6.0% | +5.0% | -0.2% |
| 30D | -17.6% | -0.4% | -17.3% | -17.6% |
| 3M | -28.3% | +32.0% | -60.3% | -30.7% |
| 6M | -11.2% | +3.0% | -14.2% | -11.5% |
| YTD | -36.3% | +3.2% | -39.5% | -36.5% |
| 1Y | +3.9% | +43.4% | -39.6% | -0.8% |
| 3Y | +1,728.8% | -3.6% | +1,732.4% | +1,757.5% |
| 5Y | +70.9% | +23.1% | +47.8% | +63.1% |
| All | +64.1% | +67.4% | -3.3% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling