+67.5%
CMCSA vs IQV
+487.2%
-419.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.4% |
| 7D | -8.3% | -2.6% | -5.7% | -7.6% |
| 30D | -2.4% | +6.2% | -8.6% | -4.1% |
| 3M | +4.5% | +38.0% | -33.5% | -4.8% |
| 6M | -18.8% | +43.9% | -62.7% | -27.6% |
| YTD | -8.9% | +14.0% | -22.9% | -13.9% |
| 1Y | -18.3% | +35.5% | -53.8% | -27.1% |
| 3Y | -35.0% | +20.3% | -55.3% | -41.6% |
| 5Y | -48.2% | -1.6% | -46.5% | -51.4% |
| 10Y | +4.6% | +233.4% | -228.9% | -36.8% |
| All | +67.5% | +487.2% | -419.7% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling