+159.7%
GILD vs IQV
+242.6%
-82.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -4.8% | -2.2% | -2.6% | -4.3% |
| 30D | +5.8% | +8.3% | -2.5% | +3.9% |
| 3M | +14.9% | +44.6% | -29.6% | +5.5% |
| 6M | -0.4% | +52.6% | -52.9% | -10.0% |
| YTD | +18.5% | +16.1% | +2.4% | +13.1% |
| 1Y | +25.1% | +37.3% | -12.2% | +14.4% |
| 3Y | +105.9% | +21.6% | +84.3% | +88.7% |
| 5Y | +143.0% | +0.5% | +142.5% | +129.3% |
| All | +159.7% | +242.6% | -82.9% | +66.2% |
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 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