-35.3%
QXO vs IDXX
-16.0%
-19.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.4% |
| 7D | -1.3% | -3.5% | +2.3% | +0.6% |
| 30D | -16.0% | -8.4% | -7.6% | -12.1% |
| 3M | -17.7% | -5.2% | -12.5% | -15.3% |
| 6M | -42.6% | -17.5% | -25.1% | -37.8% |
| YTD | -30.8% | -20.9% | -9.9% | -24.4% |
| 1Y | -35.3% | -16.4% | -18.9% | -28.9% |
| All | -35.3% | -16.0% | -19.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling