+378.0%
QBTS vs GEHC
+32.6%
+345.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -3.4% |
| 7D | -10.5% | +0.8% | -11.3% | -10.7% |
| 30D | -20.5% | +21.3% | -41.9% | -26.8% |
| 3M | -54.3% | +12.6% | -66.8% | -56.6% |
| 6M | -55.4% | +34.3% | -89.7% | -61.6% |
| YTD | -63.4% | +1.4% | -64.9% | -64.1% |
| 1Y | -59.1% | +12.5% | -71.6% | -62.1% |
| 3Y | +1,216.8% | +19.2% | +1,197.6% | +990.3% |
| All | +378.0% | +32.6% | +345.4% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling