+72.0%
QBTS vs TEVA
+300.5%
-228.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | +1.3% | +2.0% | -0.7% | +0.6% |
| 30D | -19.0% | +1.0% | -19.9% | -19.2% |
| 3M | -29.5% | +7.3% | -36.8% | -31.7% |
| 6M | -11.2% | +21.7% | -32.9% | -18.3% |
| YTD | -35.8% | +18.8% | -54.6% | -40.5% |
| 1Y | +1.7% | +86.5% | -84.8% | -20.7% |
| 3Y | +1,470.1% | +269.4% | +1,200.7% | +930.2% |
| All | +72.0% | +300.5% | -228.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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