+132.2%
COP vs IQV
+4.0%
+128.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | +4.4% | -2.5% | +6.9% | +4.8% |
| 30D | 0.0% | +1.2% | -1.2% | -0.3% |
| 3M | +15.0% | +9.8% | +5.3% | +13.1% |
| 6M | +22.0% | +53.8% | -31.8% | +12.6% |
| YTD | +55.3% | +17.6% | +37.7% | +50.1% |
| 1Y | +64.1% | +18.6% | +45.5% | +58.2% |
| 3Y | +34.1% | +36.9% | -2.8% | +19.8% |
| All | +132.2% | +4.0% | +128.2% | +111.1% |
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 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