+219.9%
CTVA vs IQV
+89.7%
+130.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -5.8% | -2.6% | -3.2% | -5.0% |
| 30D | +11.1% | +6.2% | +4.9% | +8.8% |
| 3M | +13.2% | +38.0% | -24.8% | +1.1% |
| 6M | +8.7% | +43.9% | -35.2% | -5.1% |
| YTD | +27.3% | +14.0% | +13.3% | +19.4% |
| 1Y | +18.0% | +35.5% | -17.5% | +3.1% |
| 3Y | +76.5% | +20.3% | +56.1% | +55.0% |
| 5Y | +105.1% | -1.6% | +106.7% | +91.2% |
| All | +219.9% | +89.7% | +130.2% | +95.1% |
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