-47.4%
NKE vs IQV
+46.0%
-93.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.6% |
| 7D | -2.0% | +2.3% | -4.3% | -2.5% |
| 30D | -8.6% | +13.4% | -22.0% | -11.4% |
| 3M | -11.0% | +43.3% | -54.3% | -18.6% |
| 6M | -33.2% | +50.5% | -83.8% | -39.8% |
| YTD | -38.1% | +18.8% | -56.9% | -40.0% |
| 1Y | -47.4% | +45.5% | -92.8% | -53.7% |
| All | -47.4% | +46.0% | -93.3% | -53.7% |
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 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