-90.5%
SNAP vs IQV
+4.0%
-94.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +2.3% |
| 7D | +6.0% | -2.5% | +8.5% | +7.8% |
| 30D | -13.8% | +1.2% | -15.0% | -14.7% |
| 3M | -0.8% | +9.8% | -10.5% | -7.6% |
| 6M | -6.2% | +53.8% | -60.0% | -33.0% |
| YTD | -34.8% | +17.6% | -52.4% | -43.6% |
| 1Y | -38.7% | +18.6% | -57.3% | -47.4% |
| 3Y | -53.5% | +36.9% | -90.3% | -67.4% |
| All | -90.5% | +4.0% | -94.5% | -91.3% |
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