+269.8%
ABT vs IQV
+488.0%
-218.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.0% | -5.3% | +0.3% | -3.2% |
| 30D | -5.8% | +5.5% | -11.3% | -7.6% |
| 3M | +16.7% | +41.2% | -24.5% | +2.6% |
| 6M | -5.2% | +50.5% | -55.8% | -19.2% |
| YTD | -16.0% | +14.1% | -30.1% | -21.6% |
| 1Y | -18.3% | +39.9% | -58.2% | -29.7% |
| 3Y | +9.2% | +20.5% | -11.3% | -5.0% |
| 5Y | -11.6% | -1.2% | -10.3% | -17.7% |
| 10Y | +204.2% | +233.9% | -29.6% | +59.4% |
| All | +269.8% | +488.0% | -218.1% | +59.5% |
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