+255.2%
COP vs IQV
+505.9%
-250.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.4% |
| 7D | +4.4% | -2.5% | +6.9% | +5.2% |
| 30D | 0.0% | +1.2% | -1.2% | -0.7% |
| 3M | +15.0% | +9.8% | +5.3% | +10.8% |
| 6M | +22.0% | +53.8% | -31.8% | +2.4% |
| YTD | +55.3% | +17.6% | +37.7% | +41.5% |
| 1Y | +64.1% | +18.6% | +45.5% | +48.9% |
| 3Y | +34.1% | +36.9% | -2.8% | +8.4% |
| 5Y | +133.4% | +4.1% | +129.3% | +105.9% |
| 10Y | +338.6% | +243.7% | +94.9% | +128.0% |
| All | +255.2% | +505.9% | -250.7% | +64.6% |
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 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