+473.9%
FERG vs IQV
+487.2%
-13.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.9% | -2.6% | +3.5% | +1.5% |
| 30D | -15.1% | +6.2% | -21.3% | -16.2% |
| 3M | -4.8% | +38.0% | -42.8% | -12.1% |
| 6M | -2.5% | +43.9% | -46.4% | -11.3% |
| YTD | +1.8% | +14.0% | -12.2% | -2.7% |
| 1Y | -0.3% | +35.5% | -35.8% | -8.7% |
| 3Y | +52.9% | +20.3% | +32.6% | +41.4% |
| 5Y | +69.3% | -1.6% | +70.9% | +60.0% |
| 10Y | +352.7% | +233.4% | +119.3% | +281.8% |
| All | +473.9% | +487.2% | -13.4% | +382.4% |
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 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