+37.3%
IQV vs OSCR
-9.0%
+46.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +42.5% |
| 6M | +52.6% | +144.6% | -92.0% | +39.4% |
| YTD | +16.1% | +128.0% | -111.9% | +6.6% |
| 1Y | +37.3% | +68.7% | -31.4% | +28.2% |
| 3Y | +21.6% | +398.8% | -377.2% | -2.9% |
| 5Y | +0.5% | +87.3% | -86.8% | -22.3% |
| All | +37.3% | -9.0% | +46.3% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling