+205.5%
COR vs IQV
+4.0%
+201.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.0% |
| 7D | +7.6% | -2.5% | +10.1% | +7.9% |
| 30D | +6.8% | +1.2% | +5.6% | +6.6% |
| 3M | +16.0% | +9.8% | +6.3% | +14.9% |
| 6M | +41.0% | +53.8% | -12.8% | +35.0% |
| YTD | +6.9% | +17.6% | -10.7% | +4.6% |
| 1Y | -1.0% | +18.6% | -19.6% | -3.3% |
| 3Y | +84.6% | +36.9% | +47.7% | +74.8% |
| All | +205.5% | +4.0% | +201.5% | +198.0% |
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 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