-48.9%
NKE vs IQV
+41.8%
-90.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -4.2% | -2.2% | -1.9% | -3.6% |
| 30D | -8.2% | +8.3% | -16.5% | -10.1% |
| 3M | -19.1% | +44.6% | -63.7% | -26.4% |
| 6M | -32.6% | +52.6% | -85.2% | -39.7% |
| YTD | -40.7% | +16.1% | -56.8% | -42.1% |
| 1Y | -48.9% | +37.3% | -86.1% | -55.1% |
| All | -48.9% | +41.8% | -90.7% | -55.1% |
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