+1,888.0%
MSFT vs IQV
+505.9%
+1,382.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | -1.3% | -2.5% | +1.2% | -0.3% |
| 30D | -1.8% | +1.2% | -3.0% | -2.4% |
| 3M | +5.6% | +9.8% | -4.1% | +1.4% |
| 6M | +29.8% | +53.8% | -24.0% | +7.1% |
| YTD | +9.0% | +17.6% | -8.6% | -0.9% |
| 1Y | +4.9% | +18.6% | -13.6% | -5.1% |
| 3Y | +46.2% | +36.9% | +9.3% | +17.0% |
| 5Y | +62.1% | +4.1% | +58.0% | +45.8% |
| 10Y | +899.6% | +243.7% | +655.9% | +422.2% |
| All | +1,888.0% | +505.9% | +1,382.1% | +834.5% |
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