+34.5%
QXO vs ALNY
+260.0%
-225.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -7.8% | -6.5% | -1.2% | -7.3% |
| 30D | -18.1% | +11.0% | -29.1% | -18.8% |
| 3M | -25.8% | -14.1% | -11.7% | -25.3% |
| 6M | -41.7% | -22.4% | -19.3% | -40.8% |
| YTD | -36.2% | -37.5% | +1.3% | -34.2% |
| 1Y | -42.1% | -46.9% | +4.8% | -39.6% |
| 3Y | -46.2% | +22.1% | -68.2% | -48.3% |
| 5Y | -70.7% | +31.2% | -101.9% | -72.7% |
| All | +34.5% | +260.0% | -225.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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