+521.6%
IQV vs SNY
+32.5%
+489.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -2.2% | -3.3% | +1.1% | -0.9% |
| 30D | +8.3% | -2.2% | +10.4% | +9.3% |
| 3M | +44.6% | -3.0% | +47.6% | +46.5% |
| 6M | +52.6% | +2.7% | +49.8% | +50.6% |
| YTD | +16.1% | -6.8% | +23.0% | +19.1% |
| 1Y | +37.3% | -5.3% | +42.5% | +39.8% |
| 3Y | +21.6% | -9.8% | +31.3% | +23.5% |
| 5Y | +0.5% | +9.7% | -9.2% | -8.3% |
| 10Y | +239.7% | +64.5% | +175.1% | +165.4% |
| All | +521.6% | +32.5% | +489.2% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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