+515.6%
IQV vs BHP
+223.0%
+292.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.8% |
| 7D | +0.3% | +1.3% | -0.9% | -0.1% |
| 30D | +8.6% | +4.0% | +4.6% | +7.2% |
| 3M | +41.1% | +12.3% | +28.8% | +35.0% |
| 6M | +48.6% | +30.8% | +17.7% | +34.3% |
| YTD | +15.0% | +58.8% | -43.8% | -3.2% |
| 1Y | +38.1% | +76.8% | -38.7% | +11.8% |
| 3Y | +21.4% | +87.5% | -66.1% | -4.9% |
| 5Y | -1.0% | +123.9% | -124.9% | -28.5% |
| 10Y | +233.0% | +504.4% | -271.4% | +81.1% |
| All | +515.6% | +223.0% | +292.6% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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