+48.8%
PFE vs IQV
+242.6%
-193.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -1.7% | -2.5% | +0.8% | -1.1% |
| 30D | +0.3% | +1.2% | -0.8% | -0.2% |
| 3M | +9.4% | +9.8% | -0.4% | +6.3% |
| 6M | +14.9% | +53.8% | -38.9% | +0.7% |
| YTD | +23.8% | +17.6% | +6.2% | +16.1% |
| 1Y | +19.5% | +18.6% | +0.9% | +11.8% |
| 3Y | +21.0% | +36.9% | -15.9% | +5.5% |
| 5Y | -23.9% | +4.1% | -28.0% | -29.6% |
| All | +48.8% | +242.6% | -193.8% | -1.5% |
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 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