+74.1%
QBTS vs ZBH
-29.8%
+103.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.9% | +10.5% | +7.2% |
| 7D | +6.8% | -5.2% | +12.0% | +7.7% |
| 30D | -14.9% | -2.4% | -12.5% | -14.7% |
| 3M | -31.6% | +8.3% | -39.8% | -33.2% |
| 6M | -4.9% | +0.7% | -5.6% | -5.7% |
| YTD | -32.4% | +5.3% | -37.8% | -33.6% |
| 1Y | +14.6% | -9.1% | +23.7% | +15.6% |
| 3Y | +1,839.6% | -19.7% | +1,859.3% | +1,884.9% |
| 5Y | +81.2% | -31.3% | +112.5% | +84.8% |
| All | +74.1% | -29.8% | +103.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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