-19.6%
STM vs IQV
+55.8%
-75.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | -0.1% |
| 7D | +16.3% | +2.4% | +13.9% | +17.5% |
| 30D | -6.3% | +4.0% | -10.3% | -4.3% |
| 3M | -14.1% | +12.2% | -26.3% | -7.8% |
| 6M | -19.6% | +54.9% | -74.4% | +7.4% |
| All | -19.6% | +55.8% | -75.4% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling