-16.1%
CEG vs IQV
+21.2%
-37.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.9% |
| 7D | +12.1% | -2.5% | +14.6% | +12.0% |
| 30D | +0.2% | +1.2% | -1.0% | +0.4% |
| 3M | +0.7% | +9.8% | -9.1% | +1.3% |
| 6M | +2.2% | +53.8% | -51.6% | +4.1% |
| YTD | -20.3% | +17.6% | -37.9% | -15.3% |
| 1Y | -16.1% | +18.6% | -34.7% | -11.1% |
| All | -16.1% | +21.2% | -37.3% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling