+783.5%
QBTS vs GEHC
+6.6%
+776.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +7.8% |
| 7D | +6.8% | -5.2% | +12.0% | +9.1% |
| 30D | -14.9% | -7.0% | -7.9% | -12.3% |
| 3M | -31.6% | +3.3% | -34.9% | -33.8% |
| 6M | -4.9% | -10.0% | +5.0% | -1.8% |
| YTD | -32.4% | -18.5% | -14.0% | -27.0% |
| 1Y | +14.6% | -14.4% | +29.0% | +19.5% |
| 3Y | +1,839.6% | +3.4% | +1,836.2% | +1,608.4% |
| All | +783.5% | +6.6% | +776.9% | +780.4% |
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