-48.5%
FPS vs IQV
+55.8%
-104.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.2% | -8.6% | -10.4% |
| 7D | +21.6% | +2.4% | +19.3% | +22.7% |
| 30D | -38.8% | +4.0% | -42.8% | -37.5% |
| 3M | -42.1% | +12.2% | -54.3% | -37.5% |
| 6M | -48.5% | +54.9% | -103.4% | -36.3% |
| All | -48.5% | +55.8% | -104.3% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling