+717.5%
HPE vs IQV
+258.8%
+458.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.5% |
| 7D | +13.6% | -2.6% | +16.2% | +14.7% |
| 30D | +7.7% | +6.2% | +1.5% | +5.0% |
| 3M | +22.4% | +38.0% | -15.6% | +5.3% |
| 6M | +172.6% | +43.9% | +128.7% | +127.8% |
| YTD | +147.5% | +14.0% | +133.5% | +126.8% |
| 1Y | +151.8% | +35.5% | +116.3% | +112.2% |
| 3Y | +267.1% | +20.3% | +246.7% | +213.4% |
| 5Y | +362.8% | -1.6% | +364.4% | +322.8% |
| 10Y | +540.2% | +233.4% | +306.7% | +200.4% |
| All | +717.5% | +258.8% | +458.7% | +237.0% |
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