+32.3%
NSC vs IQV
+4.0%
+28.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | +2.5% | -2.5% | +5.0% | +3.1% |
| 30D | +1.7% | +1.2% | +0.5% | +1.3% |
| 3M | -2.6% | +9.8% | -12.3% | -5.0% |
| 6M | +6.4% | +53.8% | -47.4% | -5.5% |
| YTD | +15.5% | +17.6% | -2.1% | +9.4% |
| 1Y | +17.6% | +18.6% | -1.0% | +11.0% |
| 3Y | +75.0% | +36.9% | +38.1% | +52.0% |
| All | +32.3% | +4.0% | +28.3% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling