-11.3%
ABT vs IQV
-0.1%
-11.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | -5.9% | -2.2% | -3.6% | -5.4% |
| 30D | -8.1% | +8.3% | -16.4% | -9.9% |
| 3M | +14.5% | +44.6% | -30.0% | +4.0% |
| 6M | -6.3% | +52.6% | -58.8% | -16.3% |
| YTD | -17.1% | +16.1% | -33.2% | -21.1% |
| 1Y | -21.4% | +37.3% | -58.6% | -28.8% |
| 3Y | +5.9% | +21.6% | -15.6% | -3.2% |
| All | -11.3% | -0.1% | -11.1% | -13.2% |
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