-70.8%
QXO vs ILMN
-55.2%
-15.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.7% |
| 7D | -8.7% | -9.2% | +0.5% | -5.6% |
| 30D | -21.0% | +4.4% | -25.3% | -22.2% |
| 3M | -18.4% | +23.9% | -42.3% | -24.7% |
| 6M | -43.0% | +64.5% | -107.5% | -52.6% |
| YTD | -36.3% | +53.5% | -89.7% | -46.2% |
| 1Y | -42.8% | +110.8% | -153.6% | -57.9% |
| 3Y | -45.8% | +30.7% | -76.4% | -58.1% |
| 5Y | -70.8% | -54.8% | -15.9% | -70.4% |
| All | -70.8% | -55.2% | -15.6% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling