+285.3%
QCOM vs IQV
+537.2%
-251.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.6% |
| 7D | +5.8% | +7.9% | -2.1% | +2.5% |
| 30D | -2.3% | +7.3% | -9.6% | -5.1% |
| 3M | +2.7% | +16.8% | -14.1% | -4.1% |
| 6M | -21.0% | +56.0% | -77.0% | -37.0% |
| YTD | +1.8% | +23.7% | -21.9% | -10.4% |
| 1Y | +2.4% | +32.5% | -30.1% | -12.8% |
| 3Y | +52.1% | +45.3% | +6.8% | +18.9% |
| 5Y | +14.6% | +10.7% | +3.9% | +0.8% |
| 10Y | +230.9% | +259.0% | -28.1% | +80.2% |
| All | +285.3% | +537.2% | -251.9% | +84.8% |
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