+245.8%
QCOM vs IQV
+252.5%
-6.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.0% | +4.1% | -2.1% | +0.2% |
| 30D | +1.2% | +4.7% | -3.5% | -0.8% |
| 3M | +9.1% | +12.6% | -3.5% | +3.2% |
| 6M | -25.0% | +58.2% | -83.2% | -41.2% |
| YTD | +4.8% | +21.8% | -17.0% | -7.7% |
| 1Y | +3.6% | +25.6% | -22.0% | -10.3% |
| 3Y | +51.5% | +40.1% | +11.4% | +18.4% |
| 5Y | +19.7% | +8.7% | +11.0% | +5.4% |
| 10Y | +245.8% | +255.9% | -10.1% | +82.7% |
| All | +245.8% | +252.5% | -6.6% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling