+486.5%
SYK vs QXO
-8.6%
+495.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.9% |
| 7D | -12.3% | -8.7% | -3.6% | -12.3% |
| 30D | -22.4% | -21.0% | -1.5% | -22.4% |
| 3M | -12.3% | -18.4% | +6.1% | -12.3% |
| 6M | -24.3% | -43.0% | +18.7% | -24.2% |
| YTD | -22.8% | -36.3% | +13.5% | -22.7% |
| 1Y | -28.8% | -42.8% | +14.0% | -28.7% |
| 3Y | -4.0% | -45.8% | +41.8% | -4.6% |
| 5Y | +3.8% | -70.8% | +74.6% | +3.2% |
| 10Y | +172.8% | +36.3% | +136.5% | +169.4% |
| All | +486.5% | -8.6% | +495.1% | +461.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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