+27.8%
ILMN vs IQV
+233.5%
-205.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.3% |
| 7D | -3.9% | -2.6% | -1.3% | -2.2% |
| 30D | +6.9% | +6.2% | +0.7% | +3.1% |
| 3M | +28.1% | +38.0% | -9.9% | +2.4% |
| 6M | +65.0% | +43.9% | +21.0% | +26.8% |
| YTD | +56.3% | +14.0% | +42.3% | +38.2% |
| 1Y | +108.7% | +35.5% | +73.2% | +63.5% |
| 3Y | +33.1% | +20.3% | +12.7% | +10.1% |
| 5Y | -54.1% | -1.6% | -52.5% | -56.8% |
| 10Y | +27.8% | +233.4% | -205.6% | -41.2% |
| All | +27.8% | +233.5% | -205.6% | -41.2% |
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