+724.3%
UNH vs QXO
-8.4%
+732.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -4.5% | -7.8% | +3.2% | -4.5% |
| 30D | -6.5% | -18.1% | +11.6% | -6.4% |
| 3M | -6.0% | -25.8% | +19.8% | -5.9% |
| 6M | +33.7% | -41.7% | +75.4% | +33.9% |
| YTD | +16.4% | -36.2% | +52.6% | +16.6% |
| 1Y | +10.1% | -42.1% | +52.2% | +10.3% |
| 3Y | -16.3% | -46.2% | +29.8% | -17.1% |
| 5Y | +2.1% | -70.7% | +72.8% | +1.2% |
| 10Y | +233.1% | +36.5% | +196.5% | +227.3% |
| All | +724.3% | -8.4% | +732.7% | +746.5% |
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