+512.6%
JCI vs IQV
+492.3%
+20.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.1% |
| 7D | +5.1% | +0.3% | +4.8% | +4.9% |
| 30D | -3.8% | +8.6% | -12.4% | -6.7% |
| 3M | +1.9% | +41.1% | -39.2% | -11.0% |
| 6M | +11.2% | +48.6% | -37.4% | -5.8% |
| YTD | +22.9% | +15.0% | +8.0% | +13.2% |
| 1Y | +37.4% | +38.1% | -0.7% | +16.9% |
| 3Y | +167.8% | +21.4% | +146.4% | +132.4% |
| 5Y | +115.0% | -1.0% | +116.1% | +99.2% |
| 10Y | +325.3% | +233.0% | +92.3% | +150.0% |
| All | +512.6% | +492.3% | +20.3% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling