+30.2%
OMC vs IQV
-0.1%
+30.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -4.4% | -2.2% | -2.1% | -3.7% |
| 30D | -7.6% | +8.3% | -15.9% | -10.1% |
| 3M | +4.5% | +44.6% | -40.1% | -7.8% |
| 6M | -0.3% | +52.6% | -52.8% | -14.1% |
| YTD | -0.1% | +16.1% | -16.3% | -6.1% |
| 1Y | +4.6% | +37.3% | -32.6% | -7.5% |
| 3Y | +10.5% | +21.6% | -11.1% | -1.6% |
| All | +30.2% | -0.1% | +30.3% | +16.4% |
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