-17.4%
BSX vs IOVA
+99.0%
-116.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | +3.7% | -3.5% | +7.2% | +3.8% |
| 30D | +3.1% | -45.4% | +48.5% | +4.7% |
| 3M | -14.2% | +19.0% | -33.2% | -15.4% |
| 6M | -16.4% | +112.0% | -128.5% | -19.6% |
| YTD | -53.5% | +184.2% | -237.7% | -55.9% |
| 1Y | -57.8% | +222.0% | -279.8% | -60.1% |
| 3Y | -17.4% | +92.6% | -110.0% | -19.7% |
| All | -17.4% | +99.0% | -116.4% | -19.7% |
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