+586.7%
CSCO vs IQV
+505.9%
+80.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.2% | -4.0% | -5.6% |
| 7D | +1.9% | -2.5% | +4.4% | +2.8% |
| 30D | -15.8% | +1.2% | -17.0% | -16.2% |
| 3M | -15.4% | +9.8% | -25.2% | -18.1% |
| 6M | -5.4% | +53.8% | -59.2% | -18.9% |
| YTD | +26.5% | +17.6% | +8.8% | +16.9% |
| 1Y | +25.9% | +18.6% | +7.3% | +15.9% |
| 3Y | +97.5% | +36.9% | +60.6% | +65.4% |
| 5Y | +93.0% | +4.1% | +88.9% | +75.5% |
| 10Y | +308.6% | +243.7% | +64.9% | +124.9% |
| All | +586.7% | +505.9% | +80.8% | +218.2% |
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