+57.7%
AMGN vs QXO
-47.1%
+104.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -13.7% | -7.8% | -5.9% | -13.6% |
| 30D | -8.8% | -18.1% | +9.3% | -8.7% |
| 3M | +7.2% | -25.8% | +33.0% | +7.4% |
| 6M | +1.3% | -41.7% | +43.0% | +1.5% |
| YTD | +17.6% | -36.2% | +53.8% | +17.9% |
| 1Y | +37.2% | -42.1% | +79.3% | +37.5% |
| 3Y | +57.7% | -46.2% | +103.9% | +57.0% |
| All | +57.7% | -47.1% | +104.8% | +57.0% |
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