-2.9%
QBTS vs ZTS
-58.9%
+56.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.9% | -3.1% |
| 7D | -10.5% | +5.6% | -16.1% | -11.6% |
| 30D | -20.5% | +12.1% | -32.6% | -22.6% |
| 3M | -54.3% | +11.3% | -65.5% | -55.5% |
| 6M | -55.4% | +14.3% | -69.7% | -57.4% |
| YTD | -63.4% | -31.9% | -31.6% | -59.0% |
| 1Y | -59.1% | -29.3% | -29.9% | -54.8% |
| 3Y | +1,216.8% | -48.0% | +1,264.9% | +1,497.1% |
| All | -2.9% | -58.9% | +56.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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