+18.7%
CTSH vs IQV
+236.7%
-218.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -9.8% | -5.3% | -4.5% | -7.5% |
| 30D | +0.1% | +5.5% | -5.4% | -2.3% |
| 3M | +13.2% | +41.2% | -28.0% | -3.3% |
| 6M | -6.2% | +50.5% | -56.7% | -22.6% |
| YTD | -28.5% | +14.1% | -42.6% | -33.5% |
| 1Y | -13.8% | +39.9% | -53.7% | -27.2% |
| 3Y | -13.7% | +20.5% | -34.2% | -25.4% |
| 5Y | -16.7% | -1.2% | -15.5% | -22.5% |
| All | +18.7% | +236.7% | -218.0% | -32.0% |
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