+234.0%
ILMN vs IQV
+511.9%
-277.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -0.6% |
| 7D | +1.2% | +2.3% | -1.1% | -0.2% |
| 30D | +9.2% | +13.4% | -4.3% | +0.7% |
| 3M | +29.8% | +43.3% | -13.4% | +1.1% |
| 6M | +69.2% | +50.5% | +18.7% | +26.0% |
| YTD | +66.4% | +18.8% | +47.6% | +42.9% |
| 1Y | +123.4% | +45.5% | +77.9% | +66.5% |
| 3Y | +33.2% | +19.4% | +13.8% | +10.8% |
| 5Y | -52.0% | +1.7% | -53.7% | -55.7% |
| 10Y | +33.6% | +247.9% | -214.3% | -47.6% |
| All | +234.0% | +511.9% | -277.9% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling