+1,839.6%
QBTS vs UTHR
+123.2%
+1,716.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.4% | +5.8% |
| 7D | +6.8% | -2.9% | +9.7% | +7.9% |
| 30D | -14.9% | -7.6% | -7.3% | -12.5% |
| 3M | -31.6% | -8.6% | -23.0% | -29.6% |
| 6M | -4.9% | +4.1% | -9.1% | -7.3% |
| YTD | -32.4% | +2.2% | -34.6% | -33.9% |
| 1Y | +14.6% | +26.2% | -11.6% | +3.8% |
| 3Y | +1,839.6% | +121.2% | +1,718.4% | +1,227.3% |
| All | +1,839.6% | +123.2% | +1,716.5% | +1,227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling