+207.0%
BMY vs QXO
-8.6%
+215.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | -6.4% | -8.7% | +2.3% | -6.3% |
| 30D | +0.2% | -21.0% | +21.2% | +0.3% |
| 3M | +16.0% | -18.4% | +34.3% | +16.0% |
| 6M | +8.3% | -43.0% | +51.3% | +8.5% |
| YTD | +22.2% | -36.3% | +58.5% | +22.3% |
| 1Y | +41.7% | -42.8% | +84.5% | +41.9% |
| 3Y | +20.7% | -45.8% | +66.5% | +19.7% |
| 5Y | +23.9% | -70.8% | +94.7% | +23.0% |
| 10Y | +62.9% | +36.3% | +26.6% | +60.5% |
| All | +207.0% | -8.6% | +215.6% | +205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling