+309.3%
TEL vs IQV
+242.6%
+66.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.8% | +2.8% |
| 7D | +1.6% | -2.2% | +3.8% | +2.7% |
| 30D | -0.7% | +8.3% | -9.0% | -4.4% |
| 3M | +2.4% | +44.6% | -42.1% | -15.3% |
| 6M | +4.1% | +52.6% | -48.4% | -17.1% |
| YTD | -5.8% | +16.1% | -22.0% | -15.2% |
| 1Y | +0.9% | +37.3% | -36.4% | -17.1% |
| 3Y | +72.6% | +21.6% | +51.0% | +44.0% |
| 5Y | +57.5% | +0.5% | +57.1% | +43.2% |
| All | +309.3% | +242.6% | +66.8% | +104.2% |
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 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