+738.2%
MCK vs IQV
+498.2%
+240.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | +0.4% | +8.3% | -7.9% | -1.5% |
| 3M | +12.1% | +44.6% | -32.5% | +2.6% |
| 6M | -5.4% | +52.6% | -58.0% | -15.0% |
| YTD | +7.8% | +16.1% | -8.3% | +2.5% |
| 1Y | +22.9% | +37.3% | -14.3% | +11.5% |
| 3Y | +110.7% | +21.6% | +89.2% | +90.0% |
| 5Y | +346.2% | +0.5% | +345.7% | +317.8% |
| 10Y | +440.1% | +239.7% | +200.5% | +208.7% |
| All | +738.2% | +498.2% | +240.0% | +331.8% |
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 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