+84.2%
DOCN vs IQV
+48.9%
+35.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.6% | +5.5% | +6.3% |
| 7D | -12.8% | +7.9% | -20.7% | -17.1% |
| 30D | -41.9% | +7.3% | -49.2% | -44.7% |
| 3M | -36.9% | +16.8% | -53.7% | -43.9% |
| 6M | -52.2% | +56.0% | -108.3% | -68.0% |
| YTD | +62.7% | +23.7% | +39.0% | +28.9% |
| 1Y | +58.2% | +32.5% | +25.8% | +17.7% |
| 3Y | +219.5% | +45.3% | +174.2% | +98.7% |
| 5Y | -32.9% | +10.7% | -43.6% | -41.1% |
| All | +84.2% | +48.9% | +35.3% | +25.2% |
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