+631.4%
BSX vs IOVA
-91.7%
+723.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.9% |
| 7D | -6.4% | +5.1% | -11.5% | -6.5% |
| 30D | -8.8% | +37.2% | -46.0% | -9.4% |
| 3M | -7.6% | +117.5% | -125.1% | -9.4% |
| 6M | -37.0% | +69.6% | -106.5% | -38.0% |
| YTD | -52.8% | +218.7% | -271.5% | -54.2% |
| 1Y | -58.4% | +265.5% | -324.0% | -59.8% |
| 3Y | -16.5% | +46.2% | -62.7% | -19.4% |
| 5Y | -1.2% | -63.2% | +62.1% | -3.5% |
| 10Y | +83.7% | +6.1% | +77.6% | +74.9% |
| All | +631.4% | -91.7% | +723.1% | +586.7% |
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 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