+287.8%
IQV vs PR
+152.6%
+135.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.5% |
| 7D | +1.7% | -16.4% | +18.1% | +2.9% |
| 30D | +5.3% | -1.9% | +7.2% | +5.4% |
| 3M | +17.0% | +8.0% | +9.0% | +16.2% |
| 6M | +54.0% | +4.1% | +49.9% | +53.2% |
| YTD | +20.6% | +58.7% | -38.1% | +16.2% |
| 1Y | +28.9% | +75.8% | -46.9% | +23.3% |
| 3Y | +37.0% | +73.2% | -36.1% | +30.4% |
| 5Y | +10.0% | +230.1% | -220.2% | -0.3% |
| 10Y | +274.5% | +67.4% | +207.1% | +269.1% |
| All | +287.8% | +152.6% | +135.3% | +274.1% |
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