+521.6%
IQV vs TSN
+183.0%
+338.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -2.2% | +3.0% | -5.3% | -3.0% |
| 30D | +8.3% | -4.2% | +12.5% | +9.3% |
| 3M | +44.6% | -3.9% | +48.5% | +45.8% |
| 6M | +52.6% | -9.8% | +62.4% | +55.4% |
| YTD | +16.1% | -7.3% | +23.4% | +17.5% |
| 1Y | +37.3% | -2.2% | +39.5% | +36.6% |
| 3Y | +21.6% | +11.9% | +9.7% | +15.6% |
| 5Y | +0.5% | -16.9% | +17.4% | +2.6% |
| 10Y | +239.7% | -4.8% | +244.4% | +221.9% |
| All | +521.6% | +183.0% | +338.7% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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