+354.7%
JNJ vs IQV
+487.2%
-132.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -3.0% | -2.6% | -0.4% | -2.4% |
| 30D | +2.5% | +6.2% | -3.7% | +1.3% |
| 3M | +13.2% | +38.0% | -24.7% | +5.9% |
| 6M | +11.3% | +43.9% | -32.7% | +2.6% |
| YTD | +31.1% | +14.0% | +17.1% | +26.1% |
| 1Y | +54.3% | +35.5% | +18.8% | +42.6% |
| 3Y | +81.1% | +20.3% | +60.8% | +67.8% |
| 5Y | +82.7% | -1.6% | +84.4% | +74.4% |
| 10Y | +196.5% | +233.4% | -37.0% | +98.6% |
| All | +354.7% | +487.2% | -132.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling