+25.0%
IQV vs SAN
+23.5%
+1.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -6.0% | -0.8% |
| 7D | -5.5% | +4.5% | -10.0% | -6.3% |
| 30D | -0.9% | -12.1% | +11.2% | +1.9% |
| 3M | +15.6% | -15.6% | +31.1% | +19.7% |
| 6M | +63.9% | +5.8% | +58.1% | +58.3% |
| YTD | +17.0% | +5.5% | +11.6% | +15.0% |
| 1Y | +25.0% | +23.6% | +1.5% | +17.0% |
| All | +25.0% | +23.5% | +1.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling