+1,216.9%
VST vs IQV
+237.3%
+979.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | +8.9% | +2.3% | +6.6% | +8.1% |
| 30D | +6.2% | +13.4% | -7.2% | +2.1% |
| 3M | -2.7% | +43.3% | -46.0% | -14.2% |
| 6M | -8.4% | +50.5% | -58.9% | -21.3% |
| YTD | -7.2% | +18.8% | -26.0% | -14.3% |
| 1Y | -20.9% | +45.5% | -66.4% | -32.7% |
| 3Y | +384.0% | +19.4% | +364.6% | +327.4% |
| 5Y | +757.1% | +1.7% | +755.3% | +687.4% |
| All | +1,216.9% | +237.3% | +979.5% | +668.0% |
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