-1.6%
IQV vs ARWR
+25.7%
-27.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.4% |
| 7D | -2.6% | -3.2% | +0.6% | -2.1% |
| 30D | +6.2% | -6.5% | +12.6% | +7.3% |
| 3M | +38.0% | +12.7% | +25.3% | +34.2% |
| 6M | +43.9% | +36.2% | +7.7% | +34.6% |
| YTD | +14.0% | +24.5% | -10.5% | +8.0% |
| 1Y | +35.5% | +198.0% | -162.5% | +8.3% |
| 3Y | +20.3% | +176.4% | -156.0% | -10.8% |
| 5Y | -1.6% | +26.6% | -28.2% | -22.3% |
| All | -1.6% | +25.7% | -27.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling