-3.1%
QBTS vs UTHR
+332.4%
-335.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.5% |
| 7D | +8.7% | +4.9% | +3.9% | +7.9% |
| 30D | -26.5% | +9.2% | -35.6% | -27.3% |
| 3M | -52.6% | +15.9% | -68.5% | -53.6% |
| 6M | -56.0% | +2.0% | -58.0% | -56.1% |
| YTD | -62.4% | +21.8% | -84.1% | -63.5% |
| 1Y | -62.7% | +28.6% | -91.3% | -64.2% |
| 3Y | +1,266.7% | +166.2% | +1,100.4% | +1,216.9% |
| 5Y | +0.2% | +191.8% | -191.6% | -3.1% |
| All | -3.1% | +332.4% | -335.5% | -6.3% |
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 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