+70.5%
QBTS vs SYK
+3.4%
+67.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.4% |
| 7D | -1.0% | -12.3% | +11.4% | +1.1% |
| 30D | -17.6% | -22.4% | +4.8% | -14.1% |
| 3M | -28.3% | -12.3% | -16.0% | -27.5% |
| 6M | -11.2% | -24.3% | +13.1% | -6.5% |
| YTD | -36.3% | -22.8% | -13.5% | -33.8% |
| 1Y | +3.9% | -28.8% | +32.6% | +10.4% |
| 3Y | +1,728.8% | -4.0% | +1,732.7% | +1,641.3% |
| All | +70.5% | +3.4% | +67.1% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 5y: compounded portfolio wealth divided by compounded SYK 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…
5y analysis · Full analysis span regression · 6 months rolling