+407.0%
TSM vs IQV
+19.8%
+387.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | +4.8% | -2.6% | +7.4% | +5.3% |
| 30D | +4.0% | +6.2% | -2.2% | +2.7% |
| 3M | +2.0% | +38.0% | -36.0% | -6.3% |
| 6M | +25.5% | +43.9% | -18.4% | +13.5% |
| YTD | +44.0% | +14.0% | +30.0% | +39.0% |
| 1Y | +75.4% | +35.5% | +39.9% | +59.1% |
| All | +407.0% | +19.8% | +387.1% | +364.0% |
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