+113.3%
BSX vs IOVA
+0.8%
+112.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +3.7% | -3.5% | +7.2% | +3.9% |
| 30D | +3.1% | -45.4% | +48.5% | +6.2% |
| 3M | -14.2% | +19.0% | -33.2% | -16.4% |
| 6M | -16.4% | +112.0% | -128.5% | -22.3% |
| YTD | -53.5% | +184.2% | -237.7% | -58.1% |
| 1Y | -57.8% | +222.0% | -279.8% | -62.3% |
| 3Y | -17.4% | +92.6% | -110.0% | -29.7% |
| 5Y | +5.4% | -63.2% | +68.6% | -3.0% |
| All | +113.3% | +0.8% | +112.5% | +67.4% |
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