+236.7%
IQV vs TEVA
-22.9%
+259.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -2.2% | +2.0% | -4.2% | -2.6% |
| 30D | +8.3% | +1.0% | +7.3% | +8.0% |
| 3M | +44.6% | +7.3% | +37.3% | +42.5% |
| 6M | +52.6% | +21.7% | +30.8% | +46.7% |
| YTD | +16.1% | +18.8% | -2.7% | +12.0% |
| 1Y | +37.3% | +86.5% | -49.2% | +21.6% |
| 3Y | +21.6% | +269.4% | -247.9% | -7.1% |
| 5Y | +0.5% | +303.6% | -303.1% | -26.2% |
| All | +236.7% | -22.9% | +259.6% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling