+50.6%
ROK vs IQV
+20.0%
+30.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.6% | -5.3% | +3.7% | +0.1% |
| 30D | -5.4% | +5.5% | -11.0% | -7.2% |
| 3M | -4.0% | +41.2% | -45.2% | -15.5% |
| 6M | +13.3% | +50.5% | -37.2% | -3.3% |
| YTD | +9.3% | +14.1% | -4.8% | +2.9% |
| 1Y | +25.8% | +39.9% | -14.1% | +8.6% |
| All | +50.6% | +20.0% | +30.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling