+59.6%
IQV vs ABCL
-81.3%
+140.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +13.4% | +93.1% | -79.6% | +2.3% |
| 3M | +43.3% | +79.4% | -36.2% | +29.4% |
| 6M | +50.5% | +214.9% | -164.3% | +24.2% |
| YTD | +18.8% | +234.2% | -215.4% | -3.5% |
| 1Y | +45.5% | +174.8% | -129.3% | +20.4% |
| 3Y | +19.4% | +104.5% | -85.1% | -3.0% |
| 5Y | +1.7% | -39.0% | +40.7% | -12.1% |
| All | +59.6% | -81.3% | +140.8% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling