+390.2%
LLY vs IQV
-1.9%
+392.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -2.4% |
| 30D | -8.6% | +6.2% | -14.8% | -10.2% |
| 3M | -1.6% | +38.0% | -39.6% | -10.6% |
| 6M | +11.8% | +43.9% | -32.1% | -0.1% |
| YTD | +5.1% | +14.0% | -8.9% | +0.1% |
| 1Y | +50.7% | +35.5% | +15.2% | +36.5% |
| 3Y | +95.7% | +20.3% | +75.3% | +78.6% |
| 5Y | +390.2% | -1.6% | +391.8% | +373.5% |
| All | +390.2% | -1.9% | +392.1% | +373.5% |
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