+81.2%
QBTS vs UTHR
+139.1%
-57.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.4% | +6.2% |
| 7D | +6.8% | -2.9% | +9.7% | +7.3% |
| 30D | -14.9% | -7.6% | -7.3% | -13.8% |
| 3M | -31.6% | -8.6% | -23.0% | -30.7% |
| 6M | -4.9% | +4.1% | -9.1% | -5.8% |
| YTD | -32.4% | +2.2% | -34.6% | -32.9% |
| 1Y | +14.6% | +26.2% | -11.6% | +10.6% |
| 3Y | +1,839.6% | +121.2% | +1,718.4% | +1,854.4% |
| 5Y | +81.2% | +136.5% | -55.3% | +86.9% |
| All | +81.2% | +139.1% | -57.8% | +86.9% |
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