+256.9%
SAP vs IQV
+519.5%
-262.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -3.9% | +2.4% | -6.2% | -4.8% |
| 30D | +6.5% | +4.0% | +2.5% | +4.7% |
| 3M | +14.7% | +12.2% | +2.5% | +9.3% |
| 6M | +39.9% | +54.9% | -14.9% | +17.0% |
| YTD | -2.0% | +20.3% | -22.2% | -10.5% |
| 1Y | -6.0% | +22.7% | -28.7% | -14.9% |
| 3Y | +67.7% | +38.3% | +29.3% | +38.4% |
| 5Y | +78.8% | +6.5% | +72.3% | +61.4% |
| 10Y | +229.3% | +251.5% | -22.2% | +85.8% |
| All | +256.9% | +519.5% | -262.7% | +78.3% |
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