+298.0%
QCOM vs IQV
+519.5%
-221.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | +13.0% | +2.4% | +10.7% | +11.9% |
| 30D | +0.2% | +4.0% | -3.8% | -1.4% |
| 3M | +9.2% | +12.2% | -2.9% | +3.7% |
| 6M | -15.0% | +54.9% | -69.9% | -31.9% |
| YTD | +5.2% | +20.3% | -15.1% | -6.4% |
| 1Y | +2.4% | +22.7% | -20.4% | -9.8% |
| 3Y | +52.0% | +38.3% | +13.6% | +21.4% |
| 5Y | +19.7% | +6.5% | +13.3% | +7.1% |
| 10Y | +246.9% | +251.5% | -4.6% | +90.8% |
| All | +298.0% | +519.5% | -221.5% | +93.2% |
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