+1,026.7%
CDNS vs IQV
+236.7%
+790.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.5% | -5.3% | -1.3% | -3.9% |
| 30D | -13.0% | +5.5% | -18.5% | -15.4% |
| 3M | -26.0% | +41.2% | -67.3% | -39.0% |
| 6M | -2.8% | +50.5% | -53.4% | -23.2% |
| YTD | -8.8% | +14.1% | -23.0% | -17.3% |
| 1Y | -15.8% | +39.9% | -55.8% | -32.1% |
| 3Y | +19.7% | +20.5% | -0.8% | -0.3% |
| 5Y | +70.8% | -1.2% | +72.0% | +58.2% |
| All | +1,026.7% | +236.7% | +790.0% | +486.4% |
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 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