+396.0%
HPE vs IQV
-0.1%
+396.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.7% | +10.7% | +11.9% |
| 7D | +19.4% | -2.2% | +21.6% | +20.1% |
| 30D | +5.6% | +8.3% | -2.7% | +3.1% |
| 3M | +33.1% | +44.6% | -11.5% | +16.9% |
| 6M | +192.5% | +52.6% | +139.9% | +149.8% |
| YTD | +160.9% | +16.1% | +144.8% | +144.2% |
| 1Y | +155.0% | +37.3% | +117.7% | +123.1% |
| 3Y | +289.4% | +21.6% | +267.8% | +244.1% |
| All | +396.0% | -0.1% | +396.1% | +337.2% |
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