+8.1%
IQV vs PL
+20.8%
-12.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +1.7% |
| 7D | +1.7% | -6.8% | +8.5% | +2.2% |
| 30D | +5.3% | -29.3% | +34.6% | +8.2% |
| 3M | +17.0% | -44.8% | +61.7% | +22.5% |
| 6M | +54.0% | -68.4% | +122.4% | +67.3% |
| YTD | +20.6% | -36.4% | +57.0% | +19.3% |
| 1Y | +28.9% | +0.7% | +28.2% | +20.0% |
| 3Y | +37.0% | +455.3% | -418.3% | -8.1% |
| All | +8.1% | +20.8% | -12.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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