+720.9%
DHR vs IQV
+487.2%
+233.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.2% |
| 30D | -2.2% | +6.2% | -8.4% | -4.9% |
| 3M | +9.0% | +38.0% | -29.0% | -7.1% |
| 6M | +3.5% | +43.9% | -40.4% | -14.1% |
| YTD | -10.1% | +14.0% | -24.1% | -17.5% |
| 1Y | +6.2% | +35.5% | -29.3% | -10.3% |
| 3Y | -5.4% | +20.3% | -25.7% | -18.0% |
| 5Y | -27.9% | -1.6% | -26.2% | -32.1% |
| 10Y | +215.7% | +233.4% | -17.7% | +84.9% |
| All | +720.9% | +487.2% | +233.6% | +317.3% |
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