+21.6%
IQV vs OSCR
+401.8%
-380.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.7% |
| 7D | -2.2% | +1.6% | -3.9% | -2.4% |
| 30D | +8.3% | +10.7% | -2.4% | +7.1% |
| 3M | +44.6% | +13.4% | +31.2% | +42.4% |
| 6M | +52.6% | +144.6% | -92.0% | +39.6% |
| YTD | +16.1% | +128.0% | -111.9% | +6.7% |
| 1Y | +37.3% | +68.7% | -31.4% | +28.2% |
| 3Y | +21.6% | +398.8% | -377.2% | -13.7% |
| All | +21.6% | +401.8% | -380.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 3y: compounded portfolio wealth divided by compounded OSCR 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…
3y analysis · Full analysis span regression · 6 months rolling