-50.3%
DOCS vs IQV
+9.9%
-60.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -1.4% | +2.3% | -3.7% | -2.6% |
| 30D | +21.8% | +13.4% | +8.4% | +14.0% |
| 3M | +27.3% | +43.3% | -16.0% | +3.7% |
| 6M | -0.3% | +50.5% | -50.9% | -21.3% |
| YTD | -40.5% | +18.8% | -59.3% | -47.0% |
| 1Y | -61.5% | +45.5% | -107.0% | -69.8% |
| 3Y | +8.2% | +19.4% | -11.2% | -8.8% |
| 5Y | -73.4% | +1.7% | -75.2% | -76.4% |
| All | -50.3% | +9.9% | -60.2% | -52.8% |
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 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