+68.7%
QBTS vs UTHR
+269.4%
-200.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.4% |
| 7D | +3.8% | +3.0% | +0.8% | +3.4% |
| 30D | -15.2% | -4.3% | -10.9% | -14.7% |
| 3M | -27.2% | -8.4% | -18.8% | -26.4% |
| 6M | -10.1% | -4.2% | -5.9% | -9.6% |
| YTD | -34.5% | +4.0% | -38.5% | -35.1% |
| 1Y | +6.0% | +25.5% | -19.5% | +2.6% |
| 3Y | +1,779.3% | +125.1% | +1,654.1% | +1,747.6% |
| 5Y | +75.4% | +140.3% | -64.9% | +73.9% |
| All | +68.7% | +269.4% | -200.7% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling