+34.5%
QXO vs REGN
+105.3%
-70.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.4% |
| 7D | -7.8% | -5.6% | -2.2% | -6.9% |
| 30D | -18.1% | -2.0% | -16.1% | -17.8% |
| 3M | -25.8% | +28.0% | -53.7% | -28.7% |
| 6M | -41.7% | +1.2% | -42.9% | -41.9% |
| YTD | -36.2% | +1.6% | -37.8% | -36.5% |
| 1Y | -42.1% | +38.2% | -80.3% | -44.9% |
| 3Y | -46.2% | -5.4% | -40.8% | -47.2% |
| 5Y | -70.7% | +21.3% | -92.0% | -72.6% |
| All | +34.5% | +105.3% | -70.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 10y: compounded portfolio wealth divided by compounded REGN 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…
10y analysis · Full analysis span regression · 6 months rolling