+545.5%
IQV vs ALK
+28.4%
+517.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +1.7% | +9.0% | -7.4% | -0.9% |
| 30D | +5.3% | -1.6% | +7.0% | +5.2% |
| 3M | +17.0% | -23.2% | +40.1% | +24.3% |
| 6M | +54.0% | -3.9% | +57.9% | +52.3% |
| YTD | +20.6% | -22.6% | +43.2% | +24.7% |
| 1Y | +28.9% | -5.3% | +34.2% | +25.4% |
| 3Y | +37.0% | +18.6% | +18.4% | +19.0% |
| 5Y | +10.0% | -34.4% | +44.4% | +10.7% |
| 10Y | +274.5% | -40.8% | +315.3% | +234.0% |
| All | +545.5% | +28.4% | +517.1% | +411.4% |
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