+114.8%
CSCO vs IQV
-1.9%
+116.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | 0.0% | -2.6% | +2.6% | +0.5% |
| 30D | -10.7% | +6.2% | -16.9% | -11.9% |
| 3M | -8.7% | +38.0% | -46.7% | -15.2% |
| 6M | +44.9% | +43.9% | +1.0% | +32.6% |
| YTD | +44.1% | +14.0% | +30.1% | +38.5% |
| 1Y | +65.9% | +35.5% | +30.4% | +51.9% |
| 3Y | +109.0% | +20.3% | +88.7% | +92.2% |
| 5Y | +114.8% | -1.6% | +116.4% | +107.3% |
| All | +114.8% | -1.9% | +116.7% | +107.3% |
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 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