+57.7%
AMGN vs IQV
+22.1%
+35.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.1% | -1.8% |
| 7D | -13.7% | -2.2% | -11.5% | -13.1% |
| 30D | -8.8% | +8.3% | -17.1% | -10.8% |
| 3M | +7.2% | +44.6% | -37.4% | -3.5% |
| 6M | +1.3% | +52.6% | -51.3% | -10.8% |
| YTD | +17.6% | +16.1% | +1.5% | +12.1% |
| 1Y | +37.2% | +37.3% | -0.1% | +23.4% |
| 3Y | +57.7% | +21.6% | +36.2% | +41.2% |
| All | +57.7% | +22.1% | +35.7% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling