+1,028.0%
MKSI vs IQV
+498.2%
+529.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | +2.7% | -2.2% | +4.9% | +4.0% |
| 30D | -12.8% | +8.3% | -21.1% | -17.2% |
| 3M | -22.5% | +44.6% | -67.1% | -41.2% |
| 6M | +19.4% | +52.6% | -33.2% | -14.5% |
| YTD | +67.7% | +16.1% | +51.6% | +41.0% |
| 1Y | +131.4% | +37.3% | +94.1% | +73.0% |
| 3Y | +197.3% | +21.6% | +175.8% | +135.5% |
| 5Y | +87.0% | +0.5% | +86.5% | +66.3% |
| 10Y | +522.1% | +239.7% | +282.4% | +180.7% |
| All | +1,028.0% | +498.2% | +529.8% | +325.1% |
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