-1.9%
BDX vs IQV
-0.1%
-1.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | +21.4% | +44.6% | -23.2% | +10.0% |
| 6M | +10.4% | +52.6% | -42.2% | -1.7% |
| YTD | +18.8% | +16.1% | +2.7% | +12.9% |
| 1Y | +21.7% | +37.3% | -15.6% | +9.9% |
| 3Y | -10.0% | +21.6% | -31.5% | -18.7% |
| All | -1.9% | -0.1% | -1.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling