+173.5%
FN vs IQV
+9.4%
+164.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.6% | +9.0% | +10.9% |
| 7D | 0.0% | +1.7% | -1.7% | -0.4% |
| 30D | -34.3% | +5.3% | -39.6% | -35.2% |
| 3M | -39.9% | +17.0% | -56.8% | -43.0% |
| 6M | -51.8% | +54.0% | -105.9% | -59.7% |
| YTD | -28.1% | +20.6% | -48.7% | -33.7% |
| 1Y | -29.1% | +28.9% | -58.0% | -36.7% |
| 3Y | +102.4% | +37.0% | +65.4% | +70.6% |
| All | +173.5% | +9.4% | +164.1% | +145.2% |
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 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