+112.0%
AMGN vs IOVA
-64.1%
+176.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | -11.6% | -2.2% | -9.4% | -11.5% |
| 30D | -5.7% | +31.7% | -37.4% | -7.2% |
| 3M | +14.2% | +117.3% | -103.1% | +8.6% |
| 6M | +5.2% | +55.8% | -50.6% | +1.4% |
| YTD | +22.0% | +208.8% | -186.8% | +12.6% |
| 1Y | +43.6% | +255.7% | -212.1% | +31.0% |
| 3Y | +65.0% | +41.7% | +23.3% | +51.8% |
| 5Y | +112.0% | -64.9% | +177.0% | +101.2% |
| All | +112.0% | -64.1% | +176.2% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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