+203.8%
DHR vs IQV
+242.6%
-38.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.6% |
| 30D | -2.7% | +8.3% | -11.0% | -6.6% |
| 3M | +10.9% | +44.6% | -33.6% | -8.5% |
| 6M | +3.0% | +52.6% | -49.5% | -17.8% |
| YTD | -12.2% | +16.1% | -28.3% | -20.5% |
| 1Y | +3.3% | +37.3% | -34.0% | -14.2% |
| 3Y | -8.2% | +21.6% | -29.8% | -21.8% |
| 5Y | -29.9% | +0.5% | -30.4% | -35.0% |
| All | +203.8% | +242.6% | -38.8% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling