+5.0%
SYK vs IQV
-1.8%
+6.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -5.3% | -7.1% | -10.7% |
| 30D | -22.4% | +5.5% | -28.0% | -23.8% |
| 3M | -12.3% | +41.2% | -53.6% | -21.9% |
| 6M | -24.3% | +50.5% | -74.8% | -34.3% |
| YTD | -22.8% | +14.1% | -36.9% | -27.1% |
| 1Y | -28.8% | +39.9% | -68.7% | -37.8% |
| 3Y | -4.0% | +20.5% | -24.5% | -14.5% |
| All | +5.0% | -1.8% | +6.9% | -0.1% |
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