+81.0%
BSX vs IQV
+242.6%
-161.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -10.1% | -2.2% | -7.8% | -9.3% |
| 30D | -16.4% | +8.3% | -24.7% | -19.0% |
| 3M | -8.9% | +44.6% | -53.5% | -21.5% |
| 6M | -38.3% | +52.6% | -90.8% | -48.5% |
| YTD | -54.9% | +16.1% | -71.1% | -58.6% |
| 1Y | -58.8% | +37.3% | -96.1% | -64.9% |
| 3Y | -21.2% | +21.6% | -42.8% | -32.8% |
| 5Y | -3.3% | +0.5% | -3.8% | -11.8% |
| All | +81.0% | +242.6% | -161.6% | -11.8% |
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