-10.0%
BDX vs IQV
+22.1%
-32.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -3.2% | -2.2% | -0.9% | -2.6% |
| 30D | -2.5% | +8.3% | -10.8% | -4.5% |
| 3M | +21.4% | +44.6% | -23.2% | +10.5% |
| 6M | +10.4% | +52.6% | -42.2% | -1.2% |
| YTD | +18.8% | +16.1% | +2.7% | +13.5% |
| 1Y | +21.7% | +37.3% | -15.6% | +10.2% |
| 3Y | -10.0% | +21.6% | -31.5% | -21.5% |
| All | -10.0% | +22.1% | -32.0% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling