-30.4%
ELAN vs IQV
-0.1%
-30.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.5% |
| 7D | -5.4% | -2.2% | -3.2% | -4.4% |
| 30D | +4.7% | +8.3% | -3.6% | +0.5% |
| 3M | -3.7% | +44.6% | -48.2% | -21.1% |
| 6M | -1.2% | +52.6% | -53.8% | -22.1% |
| YTD | +2.4% | +16.1% | -13.7% | -7.8% |
| 1Y | +23.4% | +37.3% | -13.9% | +0.4% |
| 3Y | +96.7% | +21.6% | +75.1% | +62.7% |
| All | -30.4% | -0.1% | -30.2% | -40.4% |
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 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