+420.6%
CNC vs IQV
+487.2%
-66.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -4.9% | -2.6% | -2.3% | -3.9% |
| 30D | -3.8% | +6.2% | -10.0% | -6.1% |
| 3M | -3.2% | +38.0% | -41.2% | -15.6% |
| 6M | +47.9% | +43.9% | +4.0% | +25.8% |
| YTD | +55.7% | +14.0% | +41.7% | +44.0% |
| 1Y | +106.2% | +35.5% | +70.7% | +76.9% |
| 3Y | -2.1% | +20.3% | -22.4% | -16.4% |
| 5Y | +3.4% | -1.6% | +5.0% | -5.9% |
| 10Y | +91.7% | +233.4% | -141.8% | -11.8% |
| All | +420.6% | +487.2% | -66.6% | +103.3% |
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