+7.2%
GEHC vs IQV
+24.3%
-17.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -7.2% | -2.2% | -4.9% | -6.3% |
| 30D | -11.6% | +8.3% | -19.9% | -14.5% |
| 3M | -0.8% | +44.6% | -45.4% | -15.3% |
| 6M | -11.9% | +52.6% | -64.5% | -27.0% |
| YTD | -21.9% | +16.1% | -38.1% | -27.7% |
| 1Y | -17.8% | +37.3% | -55.1% | -29.9% |
| 3Y | -3.5% | +21.6% | -25.1% | -16.9% |
| All | +7.2% | +24.3% | -17.1% | -16.6% |
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