-8.4%
QXO vs BIIB
+72.3%
-80.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -7.8% | -1.7% | -6.1% | -7.6% |
| 30D | -18.1% | +4.0% | -22.1% | -18.4% |
| 3M | -25.8% | +8.6% | -34.4% | -26.5% |
| 6M | -41.7% | +14.0% | -55.7% | -42.7% |
| YTD | -36.2% | +23.4% | -59.6% | -37.9% |
| 1Y | -42.1% | +45.9% | -88.0% | -44.7% |
| 3Y | -46.2% | -16.1% | -30.0% | -45.8% |
| 5Y | -70.7% | -27.6% | -43.1% | -70.5% |
| 10Y | +36.5% | -26.7% | +63.2% | +29.3% |
| All | -8.4% | +72.3% | -80.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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