+8.9%
IQV vs THC
+264.0%
-255.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | +4.8% | +8.8% | -4.1% | +2.9% |
| 30D | +5.9% | +10.0% | -4.2% | +3.7% |
| 3M | +13.7% | +11.7% | +2.0% | +10.9% |
| 6M | +54.0% | +52.5% | +1.5% | +40.7% |
| YTD | +22.1% | +46.1% | -24.0% | +11.6% |
| 1Y | +29.1% | +49.1% | -20.0% | +17.4% |
| 3Y | +40.4% | +439.6% | -399.2% | -13.7% |
| All | +8.9% | +264.0% | -255.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling