+262.2%
UMC vs IQV
+22.1%
+240.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.2% |
| 7D | +9.0% | -2.2% | +11.2% | +9.2% |
| 30D | +17.2% | +8.3% | +8.9% | +16.2% |
| 3M | +11.4% | +44.6% | -33.2% | +4.7% |
| 6M | +137.5% | +52.6% | +84.9% | +120.2% |
| YTD | +193.1% | +16.1% | +177.0% | +186.2% |
| 1Y | +240.3% | +37.3% | +203.0% | +220.4% |
| 3Y | +262.2% | +21.6% | +240.6% | +236.8% |
| All | +262.2% | +22.1% | +240.1% | +236.8% |
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