+269.7%
CMS vs IQV
+519.5%
-249.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | -1.3% | +2.4% | -3.6% | -1.7% |
| 30D | +5.3% | +4.0% | +1.3% | +4.4% |
| 3M | -0.3% | +12.2% | -12.5% | -2.6% |
| 6M | -4.0% | +54.9% | -58.9% | -12.0% |
| YTD | +2.1% | +20.3% | -18.1% | -2.6% |
| 1Y | -4.7% | +22.7% | -27.5% | -9.5% |
| 3Y | +36.8% | +38.3% | -1.5% | +23.4% |
| 5Y | +34.9% | +6.5% | +28.4% | +26.9% |
| 10Y | +134.7% | +251.5% | -116.8% | +70.9% |
| All | +269.7% | +519.5% | -249.9% | +145.0% |
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