+57.7%
AZN vs IQV
-0.1%
+57.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -1.6% | -2.2% | +0.7% | -1.1% |
| 30D | +1.1% | +8.3% | -7.2% | -0.7% |
| 3M | -12.1% | +44.6% | -56.7% | -19.1% |
| 6M | -17.1% | +52.6% | -69.7% | -25.0% |
| YTD | -12.0% | +16.1% | -28.1% | -15.4% |
| 1Y | -0.2% | +37.3% | -37.5% | -8.1% |
| 3Y | +26.8% | +21.6% | +5.2% | +16.8% |
| All | +57.7% | -0.1% | +57.9% | +45.7% |
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