+424.0%
QBTS vs GEHC
+33.6%
+390.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.2% | -8.5% |
| 7D | +1.1% | +3.7% | -2.6% | -0.4% |
| 30D | -28.1% | +27.3% | -55.4% | -35.1% |
| 3M | -48.1% | +14.7% | -62.8% | -51.1% |
| 6M | -53.6% | +31.9% | -85.5% | -59.7% |
| YTD | -59.9% | +2.2% | -62.1% | -60.7% |
| 1Y | -64.3% | +14.1% | -78.4% | -67.1% |
| 3Y | +1,355.6% | +21.0% | +1,334.6% | +1,097.0% |
| All | +424.0% | +33.6% | +390.4% | +373.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling