+139.8%
FTNT vs IQV
+22.1%
+117.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | -3.0% | +8.3% | -11.3% | -4.4% |
| 3M | +7.6% | +44.6% | -37.0% | -0.2% |
| 6M | +87.0% | +52.6% | +34.4% | +71.1% |
| YTD | +96.5% | +16.1% | +80.4% | +88.7% |
| 1Y | +92.9% | +37.3% | +55.7% | +79.2% |
| 3Y | +139.8% | +21.6% | +118.3% | +125.0% |
| All | +139.8% | +22.1% | +117.8% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling