+56.2%
SAP vs IQV
-1.9%
+58.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | -0.3% | -2.6% | +2.3% | +0.7% |
| 30D | +0.3% | +6.2% | -5.9% | -1.8% |
| 3M | +16.9% | +38.0% | -21.1% | +4.2% |
| 6M | +6.3% | +43.9% | -37.6% | -6.9% |
| YTD | -12.4% | +14.0% | -26.4% | -17.5% |
| 1Y | -21.6% | +35.5% | -57.1% | -30.6% |
| 3Y | +54.8% | +20.3% | +34.4% | +38.0% |
| 5Y | +56.2% | -1.6% | +57.8% | +44.0% |
| All | +56.2% | -1.9% | +58.1% | +44.0% |
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