+129.3%
ILMN vs IQV
+36.2%
+93.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.1% |
| 7D | -2.9% | -2.5% | -0.4% | -1.4% |
| 30D | -23.8% | +1.2% | -25.0% | -24.1% |
| 3M | +7.5% | +9.8% | -2.3% | +2.9% |
| 6M | +42.8% | +53.8% | -11.0% | +10.4% |
| YTD | +57.8% | +17.6% | +40.2% | +41.7% |
| 1Y | +72.6% | +18.6% | +54.0% | +54.0% |
| 3Y | +129.3% | +36.9% | +92.4% | +58.1% |
| All | +129.3% | +36.2% | +93.2% | +58.1% |
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