-13.3%
QCOM vs QBTS
-51.3%
+38.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +18.0% | -12.5% | 0.0% |
| 7D | +0.4% | +0.3% | +0.1% | 0.0% |
| 30D | -6.6% | -29.8% | +23.2% | +2.6% |
| 3M | +3.7% | -45.0% | +48.7% | +20.8% |
| 6M | -13.3% | -55.2% | +41.9% | +5.8% |
| All | -13.3% | -51.3% | +38.0% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling