+105.1%
CTVA vs IQV
-0.1%
+105.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -4.5% | -2.2% | -2.3% | -4.1% |
| 30D | +11.3% | +8.3% | +3.0% | +9.6% |
| 3M | +12.3% | +44.6% | -32.3% | +4.3% |
| 6M | +7.2% | +52.6% | -45.4% | -2.0% |
| YTD | +26.0% | +16.1% | +9.9% | +21.2% |
| 1Y | +16.0% | +37.3% | -21.2% | +7.2% |
| 3Y | +73.9% | +21.6% | +52.3% | +61.5% |
| All | +105.1% | -0.1% | +105.3% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling