+24.5%
COP vs IQV
+19.8%
+4.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.2% |
| 30D | +11.7% | +6.2% | +5.5% | +10.9% |
| 3M | +17.7% | +38.0% | -20.3% | +13.0% |
| 6M | +18.3% | +43.9% | -25.6% | +12.6% |
| YTD | +49.1% | +14.0% | +35.1% | +47.0% |
| 1Y | +53.3% | +35.5% | +17.8% | +45.6% |
| All | +24.5% | +19.8% | +4.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling