+28.1%
CL vs IQV
-1.9%
+30.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | -5.2% | +8.6% | -13.8% | -5.9% |
| 3M | +3.3% | +41.1% | -37.8% | +0.3% |
| 6M | -4.4% | +48.6% | -52.9% | -7.7% |
| YTD | +13.9% | +15.0% | -1.1% | +12.0% |
| 1Y | +7.6% | +38.1% | -30.5% | +3.7% |
| 3Y | +29.6% | +21.4% | +8.2% | +25.0% |
| 5Y | +28.1% | -1.0% | +29.1% | +24.6% |
| All | +28.1% | -1.9% | +30.0% | +24.6% |
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