+2.4%
IQV vs SONY
+9.6%
-7.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -2.2% | -2.7% | +0.4% | -1.2% |
| 30D | +8.3% | +1.5% | +6.8% | +7.5% |
| 3M | +44.6% | +13.0% | +31.6% | +37.6% |
| 6M | +52.6% | +11.2% | +41.3% | +45.2% |
| YTD | +16.1% | -6.6% | +22.8% | +18.2% |
| 1Y | +37.3% | -18.1% | +55.4% | +46.5% |
| 3Y | +21.6% | +42.1% | -20.5% | +0.4% |
| All | +2.4% | +9.6% | -7.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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