+282.0%
IQV vs PR
+169.5%
+112.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +2.3% | +2.9% | -0.6% | +2.1% |
| 30D | +13.4% | +18.0% | -4.6% | +12.2% |
| 3M | +43.3% | +16.9% | +26.4% | +41.6% |
| 6M | +50.5% | +28.2% | +22.3% | +47.5% |
| YTD | +18.8% | +69.3% | -50.5% | +14.1% |
| 1Y | +45.5% | +69.5% | -24.0% | +39.6% |
| 3Y | +19.4% | +81.7% | -62.3% | +13.3% |
| 5Y | +1.7% | +422.2% | -420.5% | -9.8% |
| 10Y | +247.9% | +110.4% | +137.6% | +238.5% |
| All | +282.0% | +169.5% | +112.6% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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