+511.0%
IQV vs CPAY
+392.2%
+118.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -5.3% | -2.7% | -2.6% | -4.2% |
| 30D | +5.5% | +0.6% | +5.0% | +5.2% |
| 3M | +41.2% | +17.0% | +24.2% | +32.0% |
| 6M | +50.5% | +24.1% | +26.4% | +36.3% |
| YTD | +14.1% | +35.7% | -21.6% | -1.8% |
| 1Y | +39.9% | +34.0% | +5.9% | +20.3% |
| 3Y | +20.5% | +50.3% | -29.8% | -3.2% |
| 5Y | -1.2% | +56.7% | -57.9% | -23.9% |
| 10Y | +233.9% | +153.9% | +79.9% | +116.0% |
| All | +511.0% | +392.2% | +118.8% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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