+119.9%
MS vs IQV
+10.6%
+109.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.3% |
| 7D | +0.7% | +7.9% | -7.2% | -1.6% |
| 30D | -0.9% | +7.3% | -8.2% | -3.2% |
| 3M | -13.0% | +16.8% | -29.8% | -17.4% |
| 6M | -2.0% | +56.0% | -58.0% | -16.9% |
| YTD | +7.8% | +23.7% | -15.9% | -1.5% |
| 1Y | +17.9% | +32.5% | -14.6% | +4.8% |
| 3Y | +174.8% | +45.3% | +129.5% | +123.9% |
| 5Y | +119.9% | +10.7% | +109.1% | +90.3% |
| All | +119.9% | +10.6% | +109.3% | +90.3% |
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