+322.2%
BMY vs IOVA
-91.6%
+413.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +0.4% | +9.7% | -9.4% | +0.2% |
| 30D | +5.0% | +102.5% | -97.5% | +3.6% |
| 3M | +19.4% | +100.7% | -81.3% | +17.7% |
| 6M | +9.5% | +106.3% | -96.8% | +7.7% |
| YTD | +28.1% | +222.0% | -193.9% | +24.9% |
| 1Y | +50.0% | +299.5% | -249.6% | +45.5% |
| 3Y | +24.1% | +42.9% | -18.9% | +20.7% |
| 5Y | +25.0% | -65.0% | +90.0% | +22.6% |
| 10Y | +68.7% | +10.3% | +58.4% | +62.2% |
| All | +322.2% | -91.6% | +413.9% | +284.9% |
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