+34.5%
CMS vs IQV
+4.0%
+30.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | +1.7% | -2.5% | +4.2% | +2.0% |
| 30D | +6.2% | +1.2% | +5.0% | +6.0% |
| 3M | +0.6% | +9.8% | -9.1% | -0.6% |
| 6M | -1.8% | +53.8% | -55.6% | -6.9% |
| YTD | +3.8% | +17.6% | -13.8% | +1.5% |
| 1Y | -1.8% | +18.6% | -20.4% | -4.1% |
| 3Y | +39.8% | +36.9% | +2.9% | +30.0% |
| All | +34.5% | +4.0% | +30.5% | +26.8% |
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