+63.3%
QBTS vs UTHR
+255.4%
-192.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.4% | -5.4% | +3.0% | -1.6% |
| 30D | -22.5% | -6.0% | -16.4% | -21.8% |
| 3M | -40.0% | -11.0% | -29.0% | -39.1% |
| 6M | -12.3% | -0.5% | -11.8% | -12.4% |
| YTD | -36.6% | +0.1% | -36.7% | -36.8% |
| 1Y | +8.4% | +28.2% | -19.7% | +5.0% |
| 3Y | +1,380.4% | +113.8% | +1,266.5% | +1,360.7% |
| 5Y | +69.7% | +131.3% | -61.6% | +69.1% |
| All | +63.3% | +255.4% | -192.0% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling