+265.7%
TSM vs IQV
+4.0%
+261.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.0% |
| 7D | +6.2% | -2.5% | +8.7% | +7.0% |
| 30D | -7.3% | +1.2% | -8.5% | -7.6% |
| 3M | -7.1% | +9.8% | -16.9% | -9.9% |
| 6M | +0.2% | +53.8% | -53.6% | -14.3% |
| YTD | +32.2% | +17.6% | +14.6% | +23.2% |
| 1Y | +42.8% | +18.6% | +24.2% | +32.5% |
| 3Y | +330.4% | +36.9% | +293.5% | +260.2% |
| All | +265.7% | +4.0% | +261.7% | +223.5% |
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