-40.3%
LULU vs IQV
+41.8%
-82.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.5% |
| 7D | -1.6% | -2.2% | +0.6% | -0.8% |
| 30D | -18.1% | +8.3% | -26.4% | -20.5% |
| 3M | -18.8% | +44.6% | -63.3% | -30.3% |
| 6M | -39.2% | +52.6% | -91.8% | -48.7% |
| YTD | -52.4% | +16.1% | -68.5% | -55.7% |
| 1Y | -40.3% | +37.3% | -77.6% | -46.8% |
| All | -40.3% | +41.8% | -82.1% | -46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling