+678.8%
UNH vs IQV
+488.0%
+190.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.2% | -5.3% | +2.1% | -1.3% |
| 30D | -3.5% | +5.5% | -9.0% | -5.5% |
| 3M | -4.2% | +41.2% | -45.4% | -16.2% |
| 6M | +38.3% | +50.5% | -12.2% | +17.0% |
| YTD | +19.2% | +14.1% | +5.1% | +10.8% |
| 1Y | +15.0% | +39.9% | -25.0% | -1.7% |
| 3Y | -14.5% | +20.5% | -35.0% | -26.0% |
| 5Y | +4.6% | -1.2% | +5.8% | -4.1% |
| 10Y | +241.1% | +233.9% | +7.3% | +74.0% |
| All | +678.8% | +488.0% | +190.8% | +241.2% |
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