+23.7%
UNH vs QBTS
+63.9%
-40.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -4.5% | +1.3% | -5.9% | -4.6% |
| 30D | -6.5% | -19.0% | +12.5% | -6.5% |
| 3M | -6.0% | -29.5% | +23.5% | -5.9% |
| 6M | +33.7% | -11.2% | +44.8% | +33.5% |
| YTD | +16.4% | -35.8% | +52.1% | +16.4% |
| 1Y | +10.1% | +1.7% | +8.4% | +9.8% |
| 3Y | -16.3% | +1,470.1% | -1,486.4% | -17.5% |
| 5Y | +2.1% | +72.3% | -70.2% | -3.1% |
| All | +23.7% | +63.9% | -40.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 10y: compounded portfolio wealth divided by compounded QBTS 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…
10y analysis · Full analysis span regression · 6 months rolling