+330.4%
TSM vs IQV
+36.2%
+294.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | +6.2% | -2.5% | +8.7% | +6.7% |
| 30D | -7.3% | +1.2% | -8.5% | -7.5% |
| 3M | -7.1% | +9.8% | -16.9% | -8.9% |
| 6M | +0.2% | +53.8% | -53.6% | -10.1% |
| YTD | +32.2% | +17.6% | +14.6% | +27.2% |
| 1Y | +42.8% | +18.6% | +24.2% | +36.9% |
| 3Y | +330.4% | +36.9% | +293.5% | +285.1% |
| All | +330.4% | +36.2% | +294.2% | +285.1% |
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