-0.7%
QXO vs ILMN
+396.7%
-397.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | -16.0% | +9.2% | -25.2% | -17.8% |
| 3M | -17.7% | +29.8% | -47.6% | -22.7% |
| 6M | -42.6% | +69.2% | -111.8% | -49.3% |
| YTD | -30.8% | +66.4% | -97.2% | -39.0% |
| 1Y | -35.3% | +123.4% | -158.7% | -47.3% |
| 3Y | -46.3% | +33.2% | -79.5% | -53.7% |
| 5Y | -69.2% | -52.0% | -17.2% | -69.8% |
| 10Y | +62.1% | +33.6% | +28.5% | +39.9% |
| All | -0.7% | +396.7% | -397.4% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling