-38.3%
BAX vs IQV
+236.7%
-275.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.4% | -5.3% | -0.2% | -3.6% |
| 30D | -12.4% | +5.5% | -17.9% | -14.1% |
| 3M | +19.1% | +41.2% | -22.1% | +4.8% |
| 6M | +38.6% | +50.5% | -11.9% | +18.4% |
| YTD | +26.7% | +14.1% | +12.6% | +18.4% |
| 1Y | +1.0% | +39.9% | -38.9% | -12.5% |
| 3Y | -33.9% | +20.5% | -54.4% | -41.2% |
| 5Y | -67.0% | -1.2% | -65.8% | -69.3% |
| All | -38.3% | +236.7% | -275.1% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling