+62.6%
CSGP vs IQV
+252.5%
-189.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -7.1% | +4.1% | -11.2% | -8.9% |
| 30D | +3.6% | +4.7% | -1.1% | +0.8% |
| 3M | -2.7% | +12.6% | -15.3% | -9.0% |
| 6M | -8.0% | +58.2% | -66.2% | -28.0% |
| YTD | -55.0% | +21.8% | -76.8% | -60.1% |
| 1Y | -55.8% | +25.6% | -81.4% | -61.4% |
| 3Y | -62.0% | +40.1% | -102.1% | -70.1% |
| 5Y | -62.9% | +8.7% | -71.6% | -67.2% |
| 10Y | +62.6% | +255.9% | -193.3% | -18.2% |
| All | +62.6% | +252.5% | -189.8% | -18.2% |
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 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