+81.5%
BSX vs IOVA
+3.8%
+77.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.9% |
| 7D | -8.2% | -6.4% | -1.8% | -7.8% |
| 30D | -15.8% | +25.4% | -41.2% | -17.2% |
| 3M | -10.8% | +115.3% | -126.2% | -16.0% |
| 6M | -38.4% | +56.5% | -94.9% | -41.1% |
| YTD | -54.8% | +198.2% | -253.0% | -58.9% |
| 1Y | -59.0% | +242.0% | -301.1% | -63.3% |
| 3Y | -20.0% | +36.8% | -56.8% | -29.4% |
| 5Y | -3.1% | -64.3% | +61.2% | -9.4% |
| All | +81.5% | +3.8% | +77.6% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling