+606.1%
COST vs IQV
+242.6%
+363.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.1% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -4.7% | +8.3% | -13.0% | -6.5% |
| 3M | -7.1% | +44.6% | -51.7% | -15.1% |
| 6M | -8.5% | +52.6% | -61.1% | -18.0% |
| YTD | +5.4% | +16.1% | -10.7% | +0.3% |
| 1Y | -5.6% | +37.3% | -42.9% | -14.3% |
| 3Y | +68.5% | +21.6% | +46.9% | +53.7% |
| 5Y | +105.2% | +0.5% | +104.8% | +94.8% |
| All | +606.1% | +242.6% | +363.5% | +419.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling