+277.6%
TSM vs IQV
-1.9%
+279.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.6% | -5.3% | +7.9% | +4.2% |
| 30D | +1.4% | +5.5% | -4.1% | -0.3% |
| 3M | +5.0% | +41.2% | -36.3% | -7.4% |
| 6M | +24.0% | +50.5% | -26.6% | +6.2% |
| YTD | +41.6% | +14.1% | +27.4% | +33.2% |
| 1Y | +66.2% | +39.9% | +26.2% | +43.5% |
| 3Y | +398.2% | +20.5% | +377.7% | +340.3% |
| 5Y | +277.6% | -1.2% | +278.8% | +244.4% |
| All | +277.6% | -1.9% | +279.5% | +244.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling