+750.3%
NVT vs IQV
+167.5%
+582.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.9% |
| 7D | +4.1% | -2.2% | +6.3% | +5.1% |
| 30D | -5.1% | +8.3% | -13.4% | -8.8% |
| 3M | -1.2% | +44.6% | -45.7% | -19.5% |
| 6M | +46.6% | +52.6% | -6.0% | +14.4% |
| YTD | +60.0% | +16.1% | +43.9% | +41.7% |
| 1Y | +70.8% | +37.3% | +33.5% | +36.9% |
| 3Y | +187.5% | +21.6% | +166.0% | +133.8% |
| 5Y | +426.1% | +0.5% | +425.7% | +368.0% |
| All | +750.3% | +167.5% | +582.7% | +262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling