-48.1%
QBTS vs GEHC
+17.5%
-65.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.2% | -8.6% |
| 7D | +1.1% | +3.7% | -2.6% | +1.4% |
| 30D | -28.1% | +27.3% | -55.4% | -28.9% |
| 3M | -48.1% | +14.7% | -62.8% | -48.9% |
| All | -48.1% | +17.5% | -65.6% | -48.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling