+372.5%
SYK vs IQV
+488.0%
-115.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.3% | -5.3% | -7.1% | -10.2% |
| 30D | -22.4% | +5.5% | -28.0% | -24.2% |
| 3M | -12.3% | +41.2% | -53.6% | -24.7% |
| 6M | -24.3% | +50.5% | -74.8% | -37.3% |
| YTD | -22.8% | +14.1% | -36.9% | -28.8% |
| 1Y | -28.8% | +39.9% | -68.7% | -40.5% |
| 3Y | -4.0% | +20.5% | -24.5% | -18.1% |
| 5Y | +3.8% | -1.2% | +5.1% | -4.3% |
| 10Y | +172.8% | +233.9% | -61.0% | +45.4% |
| All | +372.5% | +488.0% | -115.5% | +114.6% |
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