+2.8%
IOVA vs BMRN
-37.6%
+40.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | -3.5% | +2.1% | -5.6% | -4.9% |
| 30D | -45.4% | +3.8% | -49.2% | -47.6% |
| 3M | +19.0% | -16.5% | +35.5% | +33.8% |
| 6M | +112.0% | +6.9% | +105.1% | +97.4% |
| YTD | +184.2% | -3.7% | +188.0% | +187.7% |
| 1Y | +222.0% | +5.6% | +216.4% | +199.5% |
| 3Y | +92.6% | -31.4% | +123.9% | +146.4% |
| 5Y | -63.2% | -30.0% | -33.2% | -54.1% |
| All | +2.8% | -37.6% | +40.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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