+54.5%
IQV vs ABCL
-81.2%
+135.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | +8.6% | +65.1% | -56.5% | +0.2% |
| 3M | +41.1% | +111.1% | -70.0% | +24.6% |
| 6M | +48.6% | +231.6% | -183.0% | +21.6% |
| YTD | +15.0% | +234.5% | -219.5% | -6.6% |
| 1Y | +38.1% | +174.3% | -136.2% | +14.3% |
| 3Y | +21.4% | +111.5% | -90.1% | -1.7% |
| 5Y | -1.0% | -37.3% | +36.2% | -14.5% |
| All | +54.5% | -81.2% | +135.7% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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