+1,017.8%
MS vs IQV
+537.2%
+480.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +1.9% |
| 7D | +0.7% | +7.9% | -7.2% | -2.7% |
| 30D | -0.9% | +7.3% | -8.2% | -4.2% |
| 3M | -13.0% | +16.8% | -29.8% | -19.4% |
| 6M | -2.0% | +56.0% | -58.0% | -22.6% |
| YTD | +7.8% | +23.7% | -15.9% | -6.3% |
| 1Y | +17.9% | +32.5% | -14.6% | -1.2% |
| 3Y | +174.8% | +45.3% | +129.5% | +106.8% |
| 5Y | +119.9% | +10.7% | +109.1% | +87.2% |
| 10Y | +578.8% | +259.0% | +319.9% | +194.1% |
| All | +1,017.8% | +537.2% | +480.6% | +290.7% |
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