+637.8%
TSEM vs IQV
+20.0%
+617.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +0.9% | -5.3% | +6.2% | +1.6% |
| 30D | -16.6% | +5.5% | -22.2% | -17.3% |
| 3M | -10.9% | +41.2% | -52.1% | -17.5% |
| 6M | +78.0% | +50.5% | +27.5% | +60.3% |
| YTD | +77.2% | +14.1% | +63.1% | +73.0% |
| 1Y | +207.6% | +39.9% | +167.6% | +178.9% |
| All | +637.8% | +20.0% | +617.8% | +580.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling