-20.0%
UNH vs QBTS
+1,125.6%
-1,145.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.6% |
| 7D | +3.4% | -10.5% | +13.9% | +3.4% |
| 30D | +3.0% | -20.5% | +23.5% | +3.1% |
| 3M | +2.7% | -54.3% | +57.0% | +3.2% |
| 6M | +2.8% | -55.4% | +58.2% | +3.1% |
| YTD | +25.9% | -63.4% | +89.3% | +26.2% |
| 1Y | +25.8% | -59.1% | +84.9% | +26.0% |
| 3Y | -20.0% | +1,216.8% | -1,236.8% | -23.0% |
| All | -20.0% | +1,125.6% | -1,145.7% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling