+55.7%
ZTS vs IQV
+242.6%
-186.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.6% |
| 7D | -3.7% | -2.2% | -1.5% | -2.8% |
| 30D | -0.8% | +8.3% | -9.1% | -4.4% |
| 3M | -9.7% | +44.6% | -54.3% | -24.8% |
| 6M | -38.4% | +52.6% | -91.0% | -50.4% |
| YTD | -41.1% | +16.1% | -57.2% | -46.7% |
| 1Y | -50.6% | +37.3% | -87.9% | -59.0% |
| 3Y | -59.1% | +21.6% | -80.7% | -65.7% |
| 5Y | -62.7% | +0.5% | -63.2% | -65.8% |
| All | +55.7% | +242.6% | -186.9% | -22.6% |
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