+258.1%
SAP vs IQV
+505.9%
-247.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.6% |
| 30D | +6.5% | +1.2% | +5.3% | +5.9% |
| 3M | +12.2% | +9.8% | +2.5% | +7.9% |
| 6M | +46.1% | +53.8% | -7.7% | +22.4% |
| YTD | -1.6% | +17.6% | -19.2% | -9.4% |
| 1Y | -5.1% | +18.6% | -23.7% | -12.9% |
| 3Y | +68.4% | +36.9% | +31.5% | +39.4% |
| 5Y | +79.4% | +4.1% | +75.3% | +63.4% |
| 10Y | +230.5% | +243.7% | -13.3% | +88.0% |
| All | +258.1% | +505.9% | -247.7% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling