+442.3%
WELL vs IQV
+242.6%
+199.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | +0.1% | -2.5% | +2.6% | +0.9% |
| 30D | +5.7% | +1.2% | +4.5% | +5.1% |
| 3M | +4.6% | +9.8% | -5.1% | +1.1% |
| 6M | +11.9% | +53.8% | -41.9% | -4.4% |
| YTD | +33.6% | +17.6% | +16.0% | +23.1% |
| 1Y | +29.8% | +18.6% | +11.2% | +19.0% |
| 3Y | +202.2% | +36.9% | +165.3% | +147.5% |
| 5Y | +223.2% | +4.1% | +219.1% | +192.0% |
| All | +442.3% | +242.6% | +199.7% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling