+535.9%
IQV vs SAN
+257.3%
+278.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +2.3% | +1.8% | +0.5% | +1.8% |
| 30D | +13.4% | +2.0% | +11.5% | +12.8% |
| 3M | +43.3% | +19.7% | +23.6% | +35.0% |
| 6M | +50.5% | +30.6% | +19.9% | +37.4% |
| YTD | +18.8% | +28.8% | -10.1% | +8.6% |
| 1Y | +45.5% | +57.8% | -12.3% | +24.7% |
| 3Y | +19.4% | +338.1% | -318.8% | -26.9% |
| 5Y | +1.7% | +384.2% | -382.5% | -41.5% |
| 10Y | +247.9% | +353.1% | -105.2% | +88.4% |
| All | +535.9% | +257.3% | +278.6% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling