+40.8%
IQV vs COMP
-49.2%
+90.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.8% |
| 7D | +7.9% | +14.5% | -6.7% | +5.7% |
| 30D | +7.3% | +14.9% | -7.6% | +4.8% |
| 3M | +16.8% | -14.2% | +31.0% | +18.6% |
| 6M | +56.0% | +23.7% | +32.3% | +49.5% |
| YTD | +23.7% | +2.1% | +21.6% | +20.4% |
| 1Y | +32.5% | +26.2% | +6.3% | +25.0% |
| 3Y | +45.3% | +470.9% | -425.6% | +5.2% |
| 5Y | +10.7% | -14.0% | +24.8% | -11.1% |
| All | +40.8% | -49.2% | +90.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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