+1,757.2%
TSM vs IQV
+236.7%
+1,520.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.6% | -5.3% | +7.9% | +4.7% |
| 30D | +1.4% | +5.5% | -4.1% | -0.8% |
| 3M | +5.0% | +41.2% | -36.3% | -10.1% |
| 6M | +24.0% | +50.5% | -26.6% | +2.4% |
| YTD | +41.6% | +14.1% | +27.4% | +30.0% |
| 1Y | +66.2% | +39.9% | +26.2% | +38.8% |
| 3Y | +398.2% | +20.5% | +377.7% | +327.0% |
| 5Y | +277.6% | -1.2% | +278.8% | +247.4% |
| All | +1,757.2% | +236.7% | +1,520.4% | +942.7% |
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