-65.1%
QBTS vs UTHR
+40.6%
-105.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -11.8% | +3.8% | -15.6% | -12.3% |
| 30D | -33.6% | +13.4% | -47.1% | -34.9% |
| 3M | -52.5% | +17.3% | -69.8% | -53.5% |
| 6M | -50.4% | +4.7% | -55.1% | -50.3% |
| YTD | -60.3% | +24.9% | -85.2% | -61.7% |
| 1Y | -65.1% | +39.1% | -104.2% | -68.3% |
| All | -65.1% | +40.6% | -105.7% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 1y: compounded portfolio wealth divided by compounded UTHR 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…
1y analysis · Full analysis span regression · 6 months rolling