+2.8%
IOVA vs BIIB
-20.7%
+23.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | -3.5% | +2.0% | -5.5% | -4.3% |
| 30D | -45.4% | +8.8% | -54.2% | -47.6% |
| 3M | +19.0% | +20.3% | -1.3% | +9.2% |
| 6M | +112.0% | +23.9% | +88.1% | +91.3% |
| YTD | +184.2% | +44.0% | +140.3% | +138.4% |
| 1Y | +222.0% | +53.8% | +168.2% | +162.5% |
| 3Y | +92.6% | +13.8% | +78.7% | +77.2% |
| 5Y | -63.2% | -6.3% | -56.9% | -64.4% |
| All | +2.8% | -20.7% | +23.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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