+236.7%
IQV vs EXEL
+375.2%
-138.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.2% |
| 7D | -2.2% | -4.9% | +2.7% | -1.3% |
| 30D | +8.3% | +11.4% | -3.1% | +6.1% |
| 3M | +44.6% | +4.9% | +39.7% | +43.1% |
| 6M | +52.6% | +34.4% | +18.1% | +43.7% |
| YTD | +16.1% | +28.0% | -11.9% | +10.4% |
| 1Y | +37.3% | +43.6% | -6.4% | +27.1% |
| 3Y | +21.6% | +155.2% | -133.6% | -1.9% |
| 5Y | +0.5% | +181.2% | -180.7% | -21.7% |
| All | +236.7% | +375.2% | -138.5% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling