+515.6%
IQV vs EXEL
+1,067.4%
-551.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.9% |
| 7D | +0.3% | +1.4% | -1.0% | +0.2% |
| 30D | +8.6% | +6.7% | +1.9% | +7.6% |
| 3M | +41.1% | +11.5% | +29.7% | +39.0% |
| 6M | +48.6% | +38.8% | +9.8% | +42.0% |
| YTD | +15.0% | +31.6% | -16.6% | +10.6% |
| 1Y | +38.1% | +53.0% | -14.9% | +29.9% |
| 3Y | +21.4% | +160.8% | -139.4% | +4.8% |
| 5Y | -1.0% | +190.1% | -191.1% | -16.5% |
| 10Y | +233.0% | +367.0% | -134.0% | +159.3% |
| All | +515.6% | +1,067.4% | -551.9% | +319.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling