+45.5%
IQV vs CHD
+7.1%
+38.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.3% | -2.7% | +5.0% | +2.6% |
| 30D | +13.4% | -4.6% | +18.1% | +14.0% |
| 3M | +43.3% | +5.0% | +38.3% | +43.0% |
| 6M | +50.5% | -3.2% | +53.8% | +50.8% |
| YTD | +18.8% | +18.6% | +0.2% | +16.0% |
| 1Y | +45.5% | +4.8% | +40.6% | +57.9% |
| All | +45.5% | +7.1% | +38.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling