+60.7%
BMY vs QXO
+34.5%
+26.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.8% | -7.8% | +3.0% | -4.7% |
| 30D | -0.1% | -18.1% | +18.0% | +0.1% |
| 3M | +13.1% | -25.8% | +38.9% | +13.4% |
| 6M | +8.4% | -41.7% | +50.1% | +9.0% |
| YTD | +22.0% | -36.2% | +58.2% | +22.4% |
| 1Y | +40.3% | -42.1% | +82.4% | +40.9% |
| 3Y | +20.5% | -46.2% | +66.7% | +16.9% |
| 5Y | +23.7% | -70.7% | +94.4% | +20.6% |
| All | +60.7% | +34.5% | +26.3% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling