+672.4%
BSX vs QXO
-8.6%
+681.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -4.1% |
| 7D | -8.2% | -8.7% | +0.5% | -8.2% |
| 30D | -15.8% | -21.0% | +5.2% | -15.8% |
| 3M | -10.8% | -18.4% | +7.6% | -10.8% |
| 6M | -38.4% | -43.0% | +4.6% | -38.4% |
| YTD | -54.8% | -36.3% | -18.5% | -54.8% |
| 1Y | -59.0% | -42.8% | -16.3% | -59.0% |
| 3Y | -20.0% | -45.8% | +25.8% | -19.7% |
| 5Y | -3.1% | -70.8% | +67.7% | -2.8% |
| 10Y | +83.3% | +36.3% | +47.0% | +85.7% |
| All | +672.4% | -8.6% | +681.0% | +684.0% |
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