+2.4%
IQV vs MKC
-33.0%
+35.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -2.2% | -1.5% | -0.8% | -1.8% |
| 30D | +8.3% | -3.1% | +11.4% | +9.1% |
| 3M | +44.6% | +5.2% | +39.4% | +42.3% |
| 6M | +52.6% | -12.8% | +65.4% | +57.9% |
| YTD | +16.1% | -23.3% | +39.4% | +24.3% |
| 1Y | +37.3% | -24.1% | +61.4% | +47.2% |
| 3Y | +21.6% | -32.1% | +53.7% | +34.8% |
| All | +2.4% | -33.0% | +35.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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