+21.6%
IQV vs CGNX
+49.8%
-28.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.1% |
| 7D | -2.2% | +3.2% | -5.4% | -2.7% |
| 30D | +8.3% | +6.0% | +2.3% | +7.1% |
| 3M | +44.6% | +3.5% | +41.0% | +42.4% |
| 6M | +52.6% | +26.3% | +26.3% | +43.4% |
| YTD | +16.1% | +79.2% | -63.1% | -2.2% |
| 1Y | +37.3% | +43.8% | -6.5% | +22.4% |
| 3Y | +21.6% | +52.0% | -30.4% | -5.6% |
| All | +21.6% | +49.8% | -28.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling