+553.4%
IQV vs ALK
+37.0%
+516.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +4.8% | +12.9% | -8.2% | +1.3% |
| 30D | +5.9% | +5.5% | +0.3% | +3.8% |
| 3M | +13.7% | -12.1% | +25.8% | +16.7% |
| 6M | +54.0% | +1.7% | +52.3% | +49.9% |
| YTD | +22.1% | -17.4% | +39.5% | +24.0% |
| 1Y | +29.1% | -1.9% | +31.1% | +24.6% |
| 3Y | +40.4% | +21.2% | +19.1% | +21.4% |
| 5Y | +9.1% | -27.8% | +36.9% | +7.1% |
| 10Y | +251.2% | -41.0% | +292.3% | +213.1% |
| All | +553.4% | +37.0% | +516.4% | +408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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