+95.6%
LLY vs IQV
+18.7%
+76.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.2% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -5.1% | +8.6% | -13.7% | -7.5% |
| 3M | -2.1% | +41.1% | -43.2% | -12.2% |
| 6M | +13.8% | +48.6% | -34.7% | -0.2% |
| YTD | +5.1% | +15.0% | -9.9% | -0.2% |
| 1Y | +53.1% | +38.1% | +15.0% | +36.8% |
| 3Y | +95.6% | +21.4% | +74.2% | +82.6% |
| All | +95.6% | +18.7% | +76.9% | +82.6% |
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