+91.3%
ABBV vs QXO
-47.1%
+138.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | -7.8% | +8.0% | +0.3% |
| 30D | +3.4% | -18.1% | +21.5% | +3.4% |
| 3M | +15.2% | -25.8% | +41.0% | +15.2% |
| 6M | +14.7% | -41.7% | +56.4% | +14.7% |
| YTD | +15.2% | -36.2% | +51.4% | +15.2% |
| 1Y | +20.4% | -42.1% | +62.5% | +20.4% |
| 3Y | +91.3% | -46.2% | +137.5% | +92.3% |
| All | +91.3% | -47.1% | +138.4% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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