-43.2%
ILMN vs IQV
+8.4%
-51.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.0% | +4.1% | -10.1% | -8.5% |
| 30D | -23.0% | +4.7% | -27.7% | -25.1% |
| 3M | +10.4% | +12.6% | -2.2% | +2.9% |
| 6M | +49.4% | +58.2% | -8.8% | +7.9% |
| YTD | +62.3% | +21.8% | +40.6% | +38.0% |
| 1Y | +73.7% | +25.6% | +48.1% | +43.9% |
| 3Y | +122.5% | +40.1% | +82.4% | +62.1% |
| 5Y | -43.2% | +8.7% | -51.9% | -50.1% |
| All | -43.2% | +8.4% | -51.6% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling