+419.8%
TXN vs IQV
+242.6%
+177.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.1% |
| 7D | +4.0% | -2.2% | +6.2% | +4.9% |
| 30D | -2.9% | +8.3% | -11.2% | -6.0% |
| 3M | -9.1% | +44.6% | -53.7% | -23.2% |
| 6M | +36.6% | +52.6% | -15.9% | +10.5% |
| YTD | +57.5% | +16.1% | +41.4% | +42.5% |
| 1Y | +49.5% | +37.3% | +12.3% | +23.9% |
| 3Y | +76.5% | +21.6% | +55.0% | +49.0% |
| 5Y | +62.4% | +0.5% | +61.9% | +47.7% |
| All | +419.8% | +242.6% | +177.2% | +173.7% |
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