+5.3%
IQV vs SAN
+294.0%
-288.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -2.5% | +4.0% | -6.5% | -3.6% |
| 30D | +1.2% | -7.8% | +9.0% | +3.4% |
| 3M | +9.8% | -16.4% | +26.1% | +15.3% |
| 6M | +53.8% | +3.5% | +50.3% | +50.2% |
| YTD | +17.6% | +6.7% | +10.9% | +13.2% |
| 1Y | +18.6% | +14.5% | +4.1% | +11.6% |
| 3Y | +36.9% | +243.5% | -206.6% | -11.9% |
| All | +5.3% | +294.0% | -288.7% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling