-33.2%
VRSK vs IQV
+41.8%
-75.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -5.2% | -2.2% | -2.9% | -4.5% |
| 30D | -2.3% | +8.3% | -10.6% | -4.5% |
| 3M | -2.9% | +44.6% | -47.5% | -12.6% |
| 6M | -12.8% | +52.6% | -65.4% | -22.6% |
| YTD | -20.8% | +16.1% | -36.9% | -24.0% |
| 1Y | -33.2% | +37.3% | -70.5% | -36.3% |
| All | -33.2% | +41.8% | -75.0% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling