+115.9%
BTI vs IQV
+488.0%
-372.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.0% | -5.3% | +3.3% | -1.0% |
| 30D | -3.4% | +5.5% | -9.0% | -4.4% |
| 3M | -9.0% | +41.2% | -50.2% | -14.9% |
| 6M | -5.0% | +50.5% | -55.5% | -12.7% |
| YTD | -0.3% | +14.1% | -14.5% | -3.9% |
| 1Y | +3.1% | +39.9% | -36.8% | -5.1% |
| 3Y | +111.0% | +20.5% | +90.5% | +95.7% |
| 5Y | +117.0% | -1.2% | +118.3% | +107.2% |
| 10Y | +73.9% | +233.9% | -159.9% | +13.1% |
| All | +115.9% | +488.0% | -372.1% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling