-46.2%
QXO vs BMRN
-27.2%
-19.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -7.8% | -1.3% | -6.5% | -7.4% |
| 30D | -18.1% | -6.5% | -11.6% | -16.2% |
| 3M | -25.8% | +18.3% | -44.0% | -30.3% |
| 6M | -41.7% | +8.9% | -50.6% | -43.7% |
| YTD | -36.2% | +10.5% | -46.7% | -38.7% |
| 1Y | -42.1% | +17.5% | -59.6% | -46.0% |
| 3Y | -46.2% | -27.7% | -18.4% | -42.3% |
| All | -46.2% | -27.2% | -19.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 3y: compounded portfolio wealth divided by compounded BMRN 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…
3y analysis · Full analysis span regression · 6 months rolling