-1.0%
ISRG vs IQV
-1.9%
+1.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -5.0% | -2.6% | -2.4% | -3.9% |
| 30D | -10.2% | +6.2% | -16.4% | -12.6% |
| 3M | -17.2% | +38.0% | -55.2% | -28.7% |
| 6M | -28.4% | +43.9% | -72.4% | -40.0% |
| YTD | -37.6% | +14.0% | -51.6% | -42.3% |
| 1Y | -24.4% | +35.5% | -60.0% | -36.1% |
| 3Y | +18.4% | +20.3% | -1.9% | +0.8% |
| 5Y | -1.0% | -1.6% | +0.7% | -3.0% |
| All | -1.0% | -1.9% | +1.0% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling