+529.6%
IQV vs SAN
+195.8%
+333.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.4% |
| 6M | +53.8% | +3.5% | +50.3% | +50.4% |
| YTD | +17.6% | +6.7% | +10.9% | +13.4% |
| 1Y | +18.6% | +14.5% | +4.1% | +11.8% |
| 3Y | +36.9% | +243.5% | -206.6% | -10.0% |
| 5Y | +4.1% | +296.2% | -292.1% | -36.4% |
| 10Y | +243.7% | +268.5% | -24.8% | +97.3% |
| All | +529.6% | +195.8% | +333.8% | +288.2% |
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