+46.2%
MSFT vs IQV
+36.2%
+10.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | -1.3% | -2.5% | +1.2% | -0.9% |
| 30D | -1.8% | +1.2% | -3.0% | -2.0% |
| 3M | +5.6% | +9.8% | -4.1% | +4.0% |
| 6M | +29.8% | +53.8% | -24.0% | +19.7% |
| YTD | +9.0% | +17.6% | -8.6% | +4.8% |
| 1Y | +4.9% | +18.6% | -13.6% | +0.7% |
| 3Y | +46.2% | +36.9% | +9.3% | +40.9% |
| All | +46.2% | +36.2% | +10.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling