-5.8%
QBTS vs UTHR
+330.9%
-336.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | -10.5% | +5.2% | -15.7% | -11.2% |
| 30D | -20.5% | +9.5% | -30.0% | -21.5% |
| 3M | -54.3% | +17.9% | -72.2% | -55.3% |
| 6M | -55.4% | +2.0% | -57.4% | -55.6% |
| YTD | -63.4% | +21.3% | -84.8% | -64.5% |
| 1Y | -59.1% | +27.9% | -87.0% | -60.7% |
| 3Y | +1,216.8% | +162.3% | +1,054.5% | +1,168.2% |
| 5Y | -2.6% | +190.7% | -193.4% | -5.8% |
| All | -5.8% | +330.9% | -336.7% | -8.9% |
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 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