+20.0%
YUM vs IQV
-0.1%
+20.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -6.1% | -2.2% | -3.8% | -5.6% |
| 30D | -5.8% | +8.3% | -14.1% | -7.4% |
| 3M | -7.6% | +44.6% | -52.2% | -14.8% |
| 6M | -9.1% | +52.6% | -61.7% | -17.5% |
| YTD | -5.5% | +16.1% | -21.7% | -9.3% |
| 1Y | -3.7% | +37.3% | -41.0% | -11.7% |
| 3Y | +17.8% | +21.6% | -3.8% | +9.0% |
| All | +20.0% | -0.1% | +20.2% | +14.4% |
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