+20.5%
BMY vs QXO
-47.1%
+67.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | 0.0% |
| 3M | +13.1% | -25.8% | +38.9% | +13.3% |
| 6M | +8.4% | -41.7% | +50.1% | +8.7% |
| YTD | +22.0% | -36.2% | +58.2% | +22.2% |
| 1Y | +40.3% | -42.1% | +82.4% | +40.6% |
| 3Y | +20.5% | -46.2% | +66.7% | +18.8% |
| All | +20.5% | -47.1% | +67.6% | +18.8% |
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