+521.6%
IQV vs CGNX
+562.4%
-40.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.6% |
| 7D | -2.2% | +3.2% | -5.4% | -3.1% |
| 30D | +8.3% | +6.0% | +2.3% | +6.1% |
| 3M | +44.6% | +3.5% | +41.0% | +40.9% |
| 6M | +52.6% | +26.3% | +26.3% | +38.8% |
| YTD | +16.1% | +79.2% | -63.1% | -8.6% |
| 1Y | +37.3% | +43.8% | -6.5% | +15.1% |
| 3Y | +21.6% | +52.0% | -30.4% | -4.5% |
| 5Y | +0.5% | -24.0% | +24.5% | -3.9% |
| 10Y | +239.7% | +189.1% | +50.6% | +123.1% |
| All | +521.6% | +562.4% | -40.8% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling