-25.0%
QXO vs NVS
+37.6%
-62.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.6% | +4.5% | +6.0% |
| 7D | +16.6% | +5.7% | +10.9% | +13.0% |
| 30D | +6.6% | +17.1% | -10.5% | -2.0% |
| 3M | -17.5% | +7.6% | -25.1% | -22.0% |
| 6M | -33.8% | +14.1% | -47.9% | -41.5% |
| YTD | -34.4% | +23.3% | -57.7% | -43.2% |
| 1Y | -25.0% | +36.0% | -60.9% | -42.3% |
| All | -25.0% | +37.6% | -62.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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