-46.2%
QXO vs TEVA
+280.8%
-327.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.4% |
| 7D | -7.8% | +2.0% | -9.8% | -8.3% |
| 30D | -18.1% | +1.0% | -19.0% | -18.3% |
| 3M | -25.8% | +7.3% | -33.1% | -27.4% |
| 6M | -41.7% | +21.7% | -63.4% | -45.0% |
| YTD | -36.2% | +18.8% | -55.0% | -39.4% |
| 1Y | -42.1% | +86.5% | -128.6% | -51.0% |
| 3Y | -46.2% | +269.4% | -315.6% | -81.6% |
| All | -46.2% | +280.8% | -327.0% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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