+64.1%
QBTS vs SNY
+13.5%
+50.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -1.0% | -3.6% | +2.7% | -0.6% |
| 30D | -17.6% | -1.9% | -15.7% | -17.4% |
| 3M | -28.3% | -2.0% | -26.4% | -28.3% |
| 6M | -11.2% | +2.5% | -13.7% | -11.6% |
| YTD | -36.3% | -7.0% | -29.3% | -35.9% |
| 1Y | +3.9% | -4.4% | +8.3% | +4.1% |
| 3Y | +1,728.8% | -8.4% | +1,737.2% | +1,711.8% |
| 5Y | +70.9% | +9.5% | +61.3% | +82.4% |
| All | +64.1% | +13.5% | +50.6% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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