+6.1%
CMCSA vs IQV
+242.6%
-236.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -4.9% | -2.2% | -2.6% | -4.3% |
| 30D | -1.1% | +8.3% | -9.4% | -3.2% |
| 3M | +6.6% | +44.6% | -38.0% | -4.0% |
| 6M | -15.5% | +52.6% | -68.0% | -25.8% |
| YTD | -6.7% | +16.1% | -22.8% | -12.0% |
| 1Y | -15.6% | +37.3% | -52.9% | -24.7% |
| 3Y | -33.7% | +21.6% | -55.3% | -40.5% |
| 5Y | -46.6% | +0.5% | -47.1% | -50.1% |
| All | +6.1% | +242.6% | -236.5% | -34.3% |
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