-70.8%
QXO vs ZBH
-28.6%
-42.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -7.8% | -4.7% | -3.1% | -6.4% |
| 30D | -18.1% | -4.5% | -13.6% | -16.9% |
| 3M | -25.8% | +7.6% | -33.3% | -27.6% |
| 6M | -41.7% | +0.3% | -42.0% | -41.9% |
| YTD | -36.2% | +4.5% | -40.7% | -37.1% |
| 1Y | -42.1% | -9.4% | -32.7% | -41.1% |
| 3Y | -46.2% | -21.5% | -24.7% | -44.3% |
| All | -70.8% | -28.6% | -42.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 5y: compounded portfolio wealth divided by compounded ZBH 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…
5y analysis · Full analysis span regression · 6 months rolling