+265.5%
YUM vs IQV
+498.2%
-232.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | -6.1% | -2.2% | -3.8% | -5.4% |
| 30D | -5.8% | +8.3% | -14.1% | -8.2% |
| 3M | -7.6% | +44.6% | -52.2% | -18.3% |
| 6M | -9.1% | +52.6% | -61.7% | -21.8% |
| YTD | -5.5% | +16.1% | -21.7% | -11.9% |
| 1Y | -3.7% | +37.3% | -41.0% | -15.7% |
| 3Y | +17.8% | +21.6% | -3.8% | +3.7% |
| 5Y | +19.3% | +0.5% | +18.8% | +10.4% |
| 10Y | +170.7% | +239.7% | -68.9% | +51.1% |
| All | +265.5% | +498.2% | -232.7% | +81.7% |
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