+729.0%
QBTS vs GEHC
+10.0%
+719.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -2.4% | -4.0% | +1.6% | -0.7% |
| 30D | -22.5% | -2.0% | -20.5% | -21.8% |
| 3M | -40.0% | +8.0% | -48.0% | -43.1% |
| 6M | -12.3% | -12.8% | +0.4% | -7.7% |
| YTD | -36.6% | -15.9% | -20.7% | -32.4% |
| 1Y | +8.4% | -6.9% | +15.4% | +8.5% |
| 3Y | +1,380.4% | 0.0% | +1,380.4% | +1,211.1% |
| All | +729.0% | +10.0% | +719.0% | +716.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling