+2,072.5%
FTNT vs IQV
+242.6%
+1,829.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.5% |
| 7D | -0.1% | -2.2% | +2.1% | +0.8% |
| 30D | -3.0% | +8.3% | -11.3% | -6.6% |
| 3M | +7.6% | +44.6% | -37.0% | -10.9% |
| 6M | +87.0% | +52.6% | +34.4% | +49.5% |
| YTD | +96.5% | +16.1% | +80.4% | +77.3% |
| 1Y | +92.9% | +37.3% | +55.7% | +59.0% |
| 3Y | +139.8% | +21.6% | +118.3% | +96.5% |
| 5Y | +151.3% | +0.5% | +150.8% | +129.9% |
| All | +2,072.5% | +242.6% | +1,829.9% | +1,013.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling