+32.3%
QCOM vs QBTS
+61.8%
-29.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +3.3% | -2.4% | +5.7% | +3.5% |
| 30D | +7.7% | -22.5% | +30.2% | +9.2% |
| 3M | -30.1% | -40.0% | +10.0% | -28.3% |
| 6M | +22.8% | -12.3% | +35.2% | +23.0% |
| YTD | +0.2% | -36.6% | +36.8% | +1.6% |
| 1Y | +7.9% | +8.4% | -0.6% | +6.1% |
| 3Y | +55.8% | +1,380.4% | -1,324.5% | +29.0% |
| 5Y | +30.1% | +69.7% | -39.6% | +12.3% |
| All | +32.3% | +61.8% | -29.5% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling