+48.4%
QCOM vs QBTS
+1,125.6%
-1,077.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.4% |
| 7D | +4.3% | -10.5% | +14.8% | +5.2% |
| 30D | -0.1% | -20.5% | +20.4% | +1.8% |
| 3M | +5.2% | -54.3% | +59.5% | +11.7% |
| 6M | -18.4% | -55.4% | +37.1% | -13.6% |
| YTD | +2.4% | -63.4% | +65.8% | +8.8% |
| 1Y | +0.9% | -59.1% | +60.0% | +6.1% |
| 3Y | +48.4% | +1,216.8% | -1,168.4% | +25.9% |
| All | +48.4% | +1,125.6% | -1,077.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 3y: compounded portfolio wealth divided by compounded QBTS 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…
3y analysis · Full analysis span regression · 6 months rolling