+515.6%
IQV vs RGEN
+1,692.9%
-1,177.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +8.6% | +2.8% | +5.8% | +7.6% |
| 3M | +41.1% | +34.5% | +6.6% | +29.2% |
| 6M | +48.6% | +40.5% | +8.1% | +34.2% |
| YTD | +15.0% | +2.8% | +12.1% | +13.3% |
| 1Y | +38.1% | +39.6% | -1.5% | +24.8% |
| 3Y | +21.4% | +4.4% | +17.0% | +13.7% |
| 5Y | -1.0% | -42.8% | +41.7% | +2.4% |
| 10Y | +233.0% | +406.7% | -173.7% | +115.2% |
| All | +515.6% | +1,692.9% | -1,177.3% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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