+74.1%
QBTS vs VEEV
-0.3%
+74.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.7% | +10.3% | +8.0% |
| 7D | +6.8% | -5.2% | +12.0% | +8.8% |
| 30D | -14.9% | +14.9% | -29.8% | -19.9% |
| 3M | -31.6% | +58.4% | -90.0% | -43.8% |
| 6M | -4.9% | +35.5% | -40.4% | -17.6% |
| YTD | -32.4% | +18.6% | -51.1% | -38.3% |
| 1Y | +14.6% | -6.3% | +20.9% | +15.3% |
| 3Y | +1,839.6% | +20.2% | +1,819.4% | +1,628.5% |
| 5Y | +81.2% | -13.8% | +95.0% | +57.3% |
| All | +74.1% | -0.3% | +74.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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