-17.6%
BSX vs IOVA
+41.0%
-58.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | -7.0% | -2.2% | -4.8% | -7.0% |
| 30D | -10.9% | +31.7% | -42.6% | -11.9% |
| 3M | -8.2% | +117.3% | -125.4% | -11.2% |
| 6M | -37.5% | +55.8% | -93.3% | -39.0% |
| YTD | -52.8% | +208.8% | -261.6% | -55.4% |
| 1Y | -58.4% | +255.7% | -314.1% | -60.9% |
| All | -17.6% | +41.0% | -58.6% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling