+108.8%
JCI vs IQV
-1.9%
+110.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +0.4% | -5.3% | +5.7% | +1.9% |
| 30D | -7.7% | +5.5% | -13.2% | -9.2% |
| 3M | +2.8% | +41.2% | -38.5% | -8.4% |
| 6M | +7.2% | +50.5% | -43.3% | -7.3% |
| YTD | +20.0% | +14.1% | +5.8% | +13.1% |
| 1Y | +33.3% | +39.9% | -6.7% | +15.0% |
| 3Y | +161.3% | +20.5% | +140.8% | +132.3% |
| 5Y | +108.8% | -1.2% | +110.0% | +100.4% |
| All | +108.8% | -1.9% | +110.7% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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