-8.4%
QXO vs TEVA
-2.9%
-5.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.1% |
| 7D | -7.8% | +2.0% | -9.8% | -8.0% |
| 30D | -18.1% | +1.0% | -19.0% | -18.2% |
| 3M | -25.8% | +7.3% | -33.1% | -26.6% |
| 6M | -41.7% | +21.7% | -63.4% | -43.3% |
| YTD | -36.2% | +18.8% | -55.0% | -37.8% |
| 1Y | -42.1% | +86.5% | -128.6% | -46.9% |
| 3Y | -46.2% | +269.4% | -315.6% | -55.7% |
| 5Y | -70.7% | +303.6% | -374.3% | -76.5% |
| 10Y | +36.5% | -22.9% | +59.5% | +13.1% |
| All | -8.4% | -2.9% | -5.5% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling