-31.7%
NKE vs IQV
+25.1%
-56.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.1% |
| 7D | +9.0% | -5.5% | +14.5% | +10.2% |
| 30D | +19.2% | -0.9% | +20.1% | +19.3% |
| 3M | -1.5% | +15.6% | -17.1% | -4.7% |
| 6M | -4.2% | +63.9% | -68.1% | -13.9% |
| YTD | -34.8% | +17.0% | -51.8% | -37.0% |
| 1Y | -31.7% | +25.0% | -56.7% | -37.8% |
| All | -31.7% | +25.1% | -56.8% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling