+193.6%
COP vs IQV
-1.9%
+195.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +1.0% | -5.3% | +6.2% | +1.8% |
| 30D | +9.6% | +5.5% | +4.0% | +8.6% |
| 3M | +15.0% | +41.2% | -26.2% | +8.2% |
| 6M | +21.8% | +50.5% | -28.8% | +12.6% |
| YTD | +49.6% | +14.1% | +35.5% | +45.5% |
| 1Y | +49.9% | +39.9% | +9.9% | +38.9% |
| 3Y | +22.6% | +20.5% | +2.1% | +13.1% |
| 5Y | +193.6% | -1.2% | +194.8% | +175.4% |
| All | +193.6% | -1.9% | +195.6% | +175.4% |
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