+37.0%
ILMN vs IQV
+18.7%
+18.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +12.3% | +8.6% | +3.7% | +7.4% |
| 3M | +33.5% | +41.1% | -7.6% | +7.9% |
| 6M | +69.4% | +48.6% | +20.8% | +31.4% |
| YTD | +60.9% | +15.0% | +45.9% | +45.0% |
| 1Y | +115.0% | +38.1% | +76.9% | +70.3% |
| 3Y | +37.0% | +21.4% | +15.6% | +14.0% |
| All | +37.0% | +18.7% | +18.3% | +14.0% |
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