+309.7%
SN vs IQV
+13.8%
+295.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.0% |
| 7D | -3.4% | -2.6% | -0.8% | -2.5% |
| 30D | -9.1% | +6.2% | -15.3% | -11.1% |
| 3M | +31.8% | +38.0% | -6.2% | +16.1% |
| 6M | +52.0% | +43.9% | +8.1% | +31.1% |
| YTD | +51.3% | +14.0% | +37.3% | +42.0% |
| 1Y | +46.9% | +35.5% | +11.4% | +26.8% |
| 3Y | +394.9% | +20.3% | +374.6% | +362.4% |
| All | +309.7% | +13.8% | +295.8% | +310.3% |
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 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