+23.6%
CMS vs IQV
-1.9%
+25.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.2% | -2.6% | +2.8% | +0.4% |
| 30D | -1.3% | +6.2% | -7.5% | -2.0% |
| 3M | -5.4% | +38.0% | -43.4% | -9.0% |
| 6M | -10.3% | +43.9% | -54.3% | -14.4% |
| YTD | -0.2% | +14.0% | -14.2% | -2.0% |
| 1Y | -0.9% | +35.5% | -36.4% | -5.5% |
| 3Y | +34.0% | +20.3% | +13.6% | +27.8% |
| 5Y | +23.6% | -1.6% | +25.2% | +18.2% |
| All | +23.6% | -1.9% | +25.5% | +18.2% |
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