+32.2%
CVS vs IQV
-0.1%
+32.4%
-56.8%
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% | -0.9% |
| 7D | -2.2% | -2.2% | +0.1% | -1.9% |
| 30D | -0.1% | +8.3% | -8.4% | -1.2% |
| 3M | -5.2% | +44.6% | -49.8% | -10.2% |
| 6M | +26.9% | +52.6% | -25.7% | +18.8% |
| YTD | +22.1% | +16.1% | +5.9% | +18.9% |
| 1Y | +30.8% | +37.3% | -6.5% | +23.3% |
| 3Y | +54.4% | +21.6% | +32.8% | +46.8% |
| All | +32.2% | -0.1% | +32.4% | +25.4% |
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