+142.8%
AKAM vs IQV
+487.2%
-344.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.1% |
| 7D | +5.4% | -2.6% | +8.0% | +6.2% |
| 30D | -5.9% | +6.2% | -12.1% | -7.9% |
| 3M | -19.6% | +38.0% | -57.6% | -29.0% |
| 6M | +8.5% | +43.9% | -35.5% | -6.3% |
| YTD | +26.9% | +14.0% | +12.9% | +18.4% |
| 1Y | +41.7% | +35.5% | +6.2% | +23.7% |
| 3Y | +5.8% | +20.3% | -14.5% | -7.0% |
| 5Y | -2.3% | -1.6% | -0.7% | -9.4% |
| 10Y | +111.0% | +233.4% | -122.5% | +9.6% |
| All | +142.8% | +487.2% | -344.4% | -1.3% |
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