-46.2%
QXO vs NVS
+54.2%
-100.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -7.8% | -14.3% | +6.5% | -0.7% |
| 30D | -18.1% | -10.0% | -8.1% | -14.5% |
| 3M | -25.8% | -10.9% | -14.9% | -22.2% |
| 6M | -41.7% | -12.0% | -29.7% | -38.4% |
| YTD | -36.2% | +2.5% | -38.7% | -37.7% |
| 1Y | -42.1% | +10.7% | -52.8% | -45.8% |
| 3Y | -46.2% | +53.3% | -99.5% | -67.8% |
| All | -46.2% | +54.2% | -100.4% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling