+84.3%
MKSI vs IQV
-0.1%
+84.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | +2.7% | -2.2% | +4.9% | +3.8% |
| 30D | -12.8% | +8.3% | -21.1% | -16.6% |
| 3M | -22.5% | +44.6% | -67.1% | -39.4% |
| 6M | +19.4% | +52.6% | -33.2% | -11.7% |
| YTD | +67.7% | +16.1% | +51.6% | +46.3% |
| 1Y | +131.4% | +37.3% | +94.1% | +78.3% |
| 3Y | +197.3% | +21.6% | +175.8% | +141.7% |
| All | +84.3% | -0.1% | +84.5% | +63.9% |
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