+128.9%
ASML vs IQV
+38.2%
+90.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.4% |
| 7D | -9.0% | +1.7% | -10.7% | -9.4% |
| 30D | -21.0% | +5.3% | -26.3% | -21.9% |
| 3M | -16.3% | +17.0% | -33.2% | -19.7% |
| 6M | -7.5% | +54.0% | -61.6% | -19.6% |
| YTD | +34.0% | +20.6% | +13.4% | +26.4% |
| 1Y | +39.3% | +28.9% | +10.4% | +27.8% |
| 3Y | +128.9% | +37.0% | +91.8% | +102.4% |
| All | +128.9% | +38.2% | +90.6% | +102.4% |
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