-46.7%
CMCSA vs IQV
-1.9%
-44.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -5.6% | -5.3% | -0.3% | -4.6% |
| 30D | -1.9% | +5.5% | -7.4% | -2.9% |
| 3M | +6.4% | +41.2% | -34.8% | -0.2% |
| 6M | -16.9% | +50.5% | -67.5% | -23.5% |
| YTD | -6.8% | +14.1% | -20.9% | -9.5% |
| 1Y | -15.9% | +39.9% | -55.8% | -22.4% |
| 3Y | -33.4% | +20.5% | -53.9% | -37.9% |
| 5Y | -46.7% | -1.2% | -45.5% | -50.6% |
| All | -46.7% | -1.9% | -44.8% | -50.6% |
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