+139.5%
LLY vs IQV
+41.0%
+98.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.4% | +4.1% | -2.7% | +0.2% |
| 30D | +21.5% | +4.7% | +16.8% | +19.7% |
| 3M | +18.5% | +12.6% | +5.9% | +14.1% |
| 6M | +49.1% | +58.2% | -9.1% | +29.1% |
| YTD | +34.4% | +21.8% | +12.6% | +25.4% |
| 1Y | +46.3% | +25.6% | +20.7% | +35.2% |
| All | +139.5% | +41.0% | +98.4% | +123.7% |
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