+96.1%
ROST vs IQV
+20.0%
+76.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.5% | -5.3% | +2.8% | -1.7% |
| 30D | -10.3% | +5.5% | -15.8% | -11.0% |
| 3M | -2.6% | +41.2% | -43.8% | -7.8% |
| 6M | +6.5% | +50.5% | -44.0% | -0.5% |
| YTD | +25.9% | +14.1% | +11.8% | +22.8% |
| 1Y | +52.3% | +39.9% | +12.4% | +43.0% |
| All | +96.1% | +20.0% | +76.2% | +80.8% |
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