-11.1%
VRSK vs IQV
-0.1%
-11.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 6M | -12.8% | +52.6% | -65.4% | -23.4% |
| YTD | -20.8% | +16.1% | -36.9% | -25.0% |
| 1Y | -33.2% | +37.3% | -70.5% | -39.9% |
| 3Y | -26.6% | +21.6% | -48.1% | -33.7% |
| All | -11.1% | -0.1% | -11.0% | -14.5% |
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