+55.6%
CSGP vs IQV
+250.3%
-194.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | 0.0% |
| 7D | -6.1% | +2.4% | -8.4% | -7.2% |
| 30D | +0.3% | +4.0% | -3.7% | -2.1% |
| 3M | -1.3% | +12.2% | -13.5% | -7.5% |
| 6M | -8.9% | +54.9% | -63.8% | -27.9% |
| YTD | -55.2% | +20.3% | -75.5% | -60.1% |
| 1Y | -56.4% | +22.7% | -79.1% | -61.5% |
| 3Y | -62.2% | +38.3% | -100.5% | -70.1% |
| 5Y | -63.7% | +6.5% | -70.1% | -67.6% |
| All | +55.6% | +250.3% | -194.7% | -21.7% |
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