+16.1%
ENTG vs IQV
-1.9%
+18.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.1% | -4.0% |
| 7D | +5.1% | -5.3% | +10.4% | +8.3% |
| 30D | -8.5% | +5.5% | -14.0% | -11.7% |
| 3M | +6.7% | +41.2% | -34.5% | -17.7% |
| 6M | +17.7% | +50.5% | -32.8% | -14.8% |
| YTD | +63.5% | +14.1% | +49.3% | +42.5% |
| 1Y | +73.6% | +39.9% | +33.6% | +28.6% |
| 3Y | +44.6% | +20.5% | +24.1% | +14.6% |
| 5Y | +16.1% | -1.2% | +17.3% | +7.0% |
| All | +16.1% | -1.9% | +18.0% | +7.0% |
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