+6.6%
QBTS vs UTHR
+196.1%
-189.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.1% | -9.7% | -8.8% |
| 7D | +1.1% | -2.1% | +3.2% | +1.6% |
| 30D | -28.1% | +7.2% | -35.3% | -28.8% |
| 3M | -48.1% | +11.1% | -59.2% | -49.0% |
| 6M | -53.6% | +4.2% | -57.8% | -53.9% |
| YTD | -59.9% | +20.8% | -80.7% | -61.3% |
| 1Y | -64.3% | +29.7% | -94.0% | -65.9% |
| 3Y | +1,355.6% | +164.1% | +1,191.4% | +1,339.3% |
| 5Y | +6.6% | +190.7% | -184.1% | +7.7% |
| All | +6.6% | +196.1% | -189.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling