+680.8%
CSCO vs IQV
+492.3%
+188.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.0% |
| 7D | -0.5% | +0.3% | -0.9% | -0.7% |
| 30D | -10.1% | +8.6% | -18.7% | -12.5% |
| 3M | -11.7% | +41.1% | -52.8% | -21.8% |
| 6M | +40.1% | +48.6% | -8.5% | +20.9% |
| YTD | +43.8% | +15.0% | +28.8% | +34.1% |
| 1Y | +66.6% | +38.1% | +28.5% | +44.9% |
| 3Y | +108.5% | +21.4% | +87.1% | +82.7% |
| 5Y | +114.0% | -1.0% | +115.0% | +98.3% |
| 10Y | +366.8% | +233.0% | +133.9% | +160.0% |
| All | +680.8% | +492.3% | +188.5% | +265.2% |
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