+123.4%
ILMN vs IQV
+46.0%
+77.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -0.9% |
| 7D | +1.2% | +2.3% | -1.1% | +0.3% |
| 30D | +9.2% | +13.4% | -4.3% | +3.8% |
| 3M | +29.8% | +43.3% | -13.4% | +10.1% |
| 6M | +69.2% | +50.5% | +18.7% | +39.6% |
| YTD | +66.4% | +18.8% | +47.6% | +54.3% |
| 1Y | +123.4% | +45.5% | +77.9% | +70.8% |
| All | +123.4% | +46.0% | +77.4% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling