+520.6%
CIEN vs IQV
-1.9%
+522.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +5.4% | -5.3% | +10.7% | +6.8% |
| 30D | -13.7% | +5.5% | -19.2% | -15.1% |
| 3M | -23.0% | +41.2% | -64.3% | -31.9% |
| 6M | -0.8% | +50.5% | -51.4% | -15.7% |
| YTD | +43.1% | +14.1% | +28.9% | +34.3% |
| 1Y | +157.6% | +39.9% | +117.7% | +120.6% |
| 3Y | +593.8% | +20.5% | +573.3% | +513.3% |
| 5Y | +520.6% | -1.2% | +521.8% | +460.2% |
| All | +520.6% | -1.9% | +522.5% | +460.2% |
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