+21.4%
IQV vs ALC
-15.5%
+36.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.1% |
| 7D | +0.3% | -3.7% | +4.0% | +2.4% |
| 30D | +8.6% | -3.7% | +12.3% | +10.7% |
| 3M | +41.1% | +4.6% | +36.6% | +37.3% |
| 6M | +48.6% | -14.6% | +63.1% | +61.0% |
| YTD | +15.0% | -11.9% | +26.9% | +22.4% |
| 1Y | +38.1% | -13.1% | +51.3% | +47.9% |
| 3Y | +21.4% | -15.0% | +36.4% | +30.7% |
| All | +21.4% | -15.5% | +36.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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