+152.5%
JPM vs IQV
-0.1%
+152.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -0.7% | -2.2% | +1.6% | -0.1% |
| 30D | -2.5% | +8.3% | -10.8% | -4.4% |
| 3M | +14.1% | +44.6% | -30.4% | +3.4% |
| 6M | +25.1% | +52.6% | -27.5% | +11.0% |
| YTD | +12.1% | +16.1% | -4.0% | +6.5% |
| 1Y | +18.8% | +37.3% | -18.5% | +7.0% |
| 3Y | +163.4% | +21.6% | +141.9% | +139.7% |
| All | +152.5% | -0.1% | +152.7% | +130.0% |
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