+2.4%
IQV vs BG
+81.8%
-79.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.1% |
| 7D | -2.2% | +3.1% | -5.4% | -2.8% |
| 30D | +8.3% | +10.2% | -1.9% | +6.2% |
| 3M | +44.6% | -1.7% | +46.3% | +44.7% |
| 6M | +52.6% | +1.0% | +51.6% | +51.5% |
| YTD | +16.1% | +39.9% | -23.8% | +7.1% |
| 1Y | +37.3% | +53.2% | -15.9% | +23.5% |
| 3Y | +21.6% | +16.3% | +5.3% | +14.6% |
| All | +2.4% | +81.8% | -79.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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