+64.1%
QBTS vs UTHR
+267.2%
-203.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | -1.0% | +2.8% | -3.7% | -1.3% |
| 30D | -17.6% | -2.3% | -15.4% | -17.4% |
| 3M | -28.3% | -7.4% | -20.9% | -27.6% |
| 6M | -11.2% | -6.0% | -5.2% | -10.5% |
| YTD | -36.3% | +3.4% | -39.7% | -36.8% |
| 1Y | +3.9% | +27.1% | -23.2% | +0.5% |
| 3Y | +1,728.8% | +123.8% | +1,605.0% | +1,699.5% |
| 5Y | +70.9% | +139.6% | -68.8% | +69.5% |
| All | +64.1% | +267.2% | -203.1% | +62.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling