+1,055.2%
AMGN vs IOVA
-91.6%
+1,146.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | +1.1% | +9.7% | -8.6% | +0.9% |
| 30D | +7.8% | +102.5% | -94.7% | +5.8% |
| 3M | +27.3% | +100.7% | -73.4% | +24.7% |
| 6M | +16.8% | +106.3% | -89.5% | +14.2% |
| YTD | +36.3% | +222.0% | -185.7% | +31.7% |
| 1Y | +60.4% | +299.5% | -239.1% | +53.8% |
| 3Y | +86.3% | +42.9% | +43.4% | +79.5% |
| 5Y | +125.7% | -65.0% | +190.6% | +120.1% |
| 10Y | +247.0% | +10.3% | +236.7% | +228.6% |
| All | +1,055.2% | -91.6% | +1,146.8% | +937.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling