+17.4%
ISRG vs IQV
+18.7%
-1.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.6% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -7.6% | +8.6% | -16.2% | -9.7% |
| 3M | -16.4% | +41.1% | -57.5% | -24.4% |
| 6M | -28.6% | +48.6% | -77.1% | -36.6% |
| YTD | -38.2% | +15.0% | -53.2% | -41.2% |
| 1Y | -25.5% | +38.1% | -63.6% | -33.0% |
| 3Y | +17.4% | +21.4% | -4.0% | +6.7% |
| All | +17.4% | +18.7% | -1.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 3y: compounded portfolio wealth divided by compounded IQV 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…
3y analysis · Full analysis span regression · 6 months rolling