-46.2%
QXO vs ILMN
+33.2%
-79.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.8% |
| 7D | -7.8% | -5.4% | -2.4% | -5.8% |
| 30D | -18.1% | +7.0% | -25.1% | -20.4% |
| 3M | -25.8% | +24.2% | -50.0% | -32.5% |
| 6M | -41.7% | +69.9% | -111.6% | -53.7% |
| YTD | -36.2% | +57.4% | -93.6% | -48.3% |
| 1Y | -42.1% | +107.9% | -150.0% | -59.7% |
| 3Y | -46.2% | +37.1% | -83.3% | -70.8% |
| All | -46.2% | +33.2% | -79.4% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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