-18.3%
QXO vs BBIO
+136.7%
-155.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.8% | -3.2% | -4.6% | -7.6% |
| 30D | -18.1% | -13.6% | -4.5% | -17.3% |
| 3M | -25.8% | +7.2% | -33.0% | -26.2% |
| 6M | -41.7% | +1.5% | -43.2% | -41.8% |
| YTD | -36.2% | -5.3% | -30.9% | -36.1% |
| 1Y | -42.1% | +37.7% | -79.8% | -43.5% |
| 3Y | -46.2% | +153.9% | -200.1% | -49.8% |
| 5Y | -70.7% | +43.9% | -114.6% | -74.7% |
| All | -18.3% | +136.7% | -155.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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