-33.8%
CMCSA vs IQV
+20.0%
-53.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -5.6% | -5.3% | -0.3% | -4.9% |
| 30D | -1.9% | +5.5% | -7.4% | -2.6% |
| 3M | +6.4% | +41.2% | -34.8% | +1.9% |
| 6M | -16.9% | +50.5% | -67.5% | -21.4% |
| YTD | -6.8% | +14.1% | -20.9% | -8.1% |
| 1Y | -15.9% | +39.9% | -55.8% | -20.5% |
| All | -33.8% | +20.0% | -53.8% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling