+2.4%
IQV vs CHD
+20.9%
-18.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -2.2% | -4.5% | +2.2% | -1.1% |
| 30D | +8.3% | -6.7% | +15.0% | +10.1% |
| 3M | +44.6% | -2.7% | +47.3% | +45.5% |
| 6M | +52.6% | -4.9% | +57.5% | +54.1% |
| YTD | +16.1% | +13.3% | +2.8% | +11.6% |
| 1Y | +37.3% | +1.0% | +36.3% | +36.1% |
| 3Y | +21.6% | +1.3% | +20.2% | +18.9% |
| All | +2.4% | +20.9% | -18.5% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling