-70.3%
QXO vs ILMN
-44.7%
-25.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +9.0% | -2.9% | +11.9% | +10.2% |
| 30D | +22.0% | -23.8% | +45.8% | +31.6% |
| 3M | -15.4% | +7.5% | -22.8% | -19.7% |
| 6M | -26.0% | +42.8% | -68.7% | -36.7% |
| YTD | -34.7% | +57.8% | -92.5% | -46.8% |
| 1Y | -28.0% | +72.6% | -100.6% | -43.2% |
| 3Y | -47.0% | +129.3% | -176.4% | -65.8% |
| All | -70.3% | -44.7% | -25.6% | -72.9% |
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