+105.1%
DOCN vs IQV
+46.6%
+58.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | +3.7% | +4.1% | -0.3% | +1.0% |
| 30D | -33.7% | +4.7% | -38.4% | -35.8% |
| 3M | -27.9% | +12.6% | -40.5% | -34.3% |
| 6M | -46.4% | +58.2% | -104.6% | -64.6% |
| YTD | +81.1% | +21.8% | +59.3% | +44.9% |
| 1Y | +74.3% | +25.6% | +48.7% | +35.4% |
| 3Y | +245.8% | +40.1% | +205.8% | +122.4% |
| 5Y | -23.7% | +8.7% | -32.4% | -32.3% |
| All | +105.1% | +46.6% | +58.5% | +40.8% |
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